NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810FD5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810FD55 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810FD5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 158115.15000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 217420.68000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.100665895137 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
| 
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810PS1 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810PS15 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810PS1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 130817.26000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 163031.01000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.075483447833 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQHQ8B0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 10222837.02000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 65052.95000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.030119551843 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 10222837.02000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 10222837.02000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 65052.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22522 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -180647.85000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.08364005450 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9882518.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6979000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -180647.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9882518.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6979000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -180647.85000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23149 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -10165.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00470648396 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 641224000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 5836814.70000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -10165.18000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 641224000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 5836814.70000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -10165.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000188799 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0A0A9NZ5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 7921.10000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 14839.64000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.006870761530 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2032-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU000XCLWAV1 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTC6Q4Z8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 493835.80000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 408014.58000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.188910976291 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-11-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQ0XD35 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1506430100.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -18283.07000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.00846507152 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 1506430100.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1506430100.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18283.07000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384455 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -619.68000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00028691218 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Westpac Banking |
| LEI (if any) of counterparty. | EN5TNI6CI43VEPAMHL14 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 71660.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -619.68000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 71660.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -619.68000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23338 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 66114.07000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.030610850990 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 17781000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3459971.28000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 66114.07000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 17781000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3459971.28000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 66114.07000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810RF7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810RF75 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810RF7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 188273.15000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 267781.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.123983112301 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2044-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23144 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -15421.85000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00714032508 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84017000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12932598.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15421.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84017000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12932598.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15421.85000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU0000XCLWV6 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSAML5S1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 556057.60000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 538009.36000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.249098631356 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-09-20 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384050 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 13410.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.006209031879 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611498.17000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13410.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611498.17000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13410.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000186413 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B04241145 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 71239.50000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 122012.44000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.056491827228 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128283R9 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128283R96 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128283R9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 192075.84000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 220462.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.102074051129 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B46CGH68 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSC58HR4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 48104.81000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 102611.33000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.047509102564 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2034-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384461 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1229.43000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000569226770 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 82000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 61405.13000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1229.43000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 82000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 61405.13000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1229.43000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23255 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -320.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00014859539 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1690000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2006190.72000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -320.94000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1690000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2006190.72000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -320.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 91282CCA7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US91282CCA71 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 91282CCA7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 124204.08000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 137039.31000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.063449276352 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828VM9 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828VM96 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828VM9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 319260.24000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 340030.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.157434476316 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-BCC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ05NB1 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -470148.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 174121.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.080618554560 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
| i. Name.
| Norfolk Southern Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655844108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20368.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -479.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown & Brown, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65715.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1002.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Transurban Group |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TCL6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92134.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -270.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140311.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1074.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053332102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115273.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2106.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74911.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1419.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyson Foods, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902494103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67029.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 694.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennar Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526057104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22502.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1078.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139890.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2337.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3400400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72323.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2385.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29836.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -183.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104344.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3611.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3443600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74143.03999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1865.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuehne + Nagel International AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025238863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 323165.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2969.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 156782104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274290.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7949.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sherwin-Williams Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 824348106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121650.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3962.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79058.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2115.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982100004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55286.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1068.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011334468 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92745.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1423.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 445884.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1924.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24441.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -412.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196907.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2641.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cardinal Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14149Y108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50473.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 297.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0114405324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256864.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10016.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23918K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16714.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG475671050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192552.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2685.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Duke Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138955.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2895.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Steel Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3381000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69389.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3316.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Anheuser-Busch InBev SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974293251 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17292.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1523.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21348.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 872.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ashtead Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35768.44999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1985.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Ingalls Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20513.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -296.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| S&P Global, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78409V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91746.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2165.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21230.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bristol-Myers Squibb Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 206528.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 273.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Philip Morris International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 718172109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22219.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -632.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225112.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8846.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Discovery, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41513.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -758.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APA1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99550.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1349.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48445.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1398.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Sanso Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55340.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -396.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zurich Insurance Group AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0011075394 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187476.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -412.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwool International A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010219153 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45103.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1117.36999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74010.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2841.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJVNSS43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 262574.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5984.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 615369105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25568.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -354.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobe Bussan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3291200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 245793.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18391.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260224.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2571.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90117.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4533.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126408103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104587.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1132.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90184L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74353.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -191.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77028.42999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6745.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3595200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31588.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 526.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225950.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1498.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 296825.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7877.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pola Orbis Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3855900001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28685.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3013.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mizuho Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885780001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 237207.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -444.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120321 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27449.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -457.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WW Grainger, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 384802104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84914.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1881.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169920.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2907.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126881561 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19220.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -216.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42914.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -514.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson & Johnson |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 478160104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74046.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 121.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 848637104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84478.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -541.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 146869102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155952.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1076.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145486.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5349.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APT1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91838.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8518.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CWN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80313.39999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14973.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191795.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8277.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22756.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 369.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Scientific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74100.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3331.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99478.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5200.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP Renovaveis SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0127797019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91108.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5886.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kerry Group plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0004906560 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190837.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4264.22999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vulcan Materials Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929160109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27358.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 598.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raiffeisen Bank International AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000606306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28326.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1902.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caesars Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12769G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182844.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10799.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 476162.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13436.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23047.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -408.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DISH Network Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157548.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 112.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3596200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129625.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -958.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39294.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -337.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2B0DG97 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22956.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 587.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 670346105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181098.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17705.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96803.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1787.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| salesforce.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 79466L302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70885.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1860.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evolution Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000EVN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80572.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1454.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3574200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64333.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1432.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60946.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -909.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75667.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2046.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104860.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1180.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Blackstone Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09260D107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98325.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4384.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CMS Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125896100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84096.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -762.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Agricole SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000045072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43238.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 761.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burberry Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27937.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 135.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3104890003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127087.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1810.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CVS Health Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126650100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157554.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -516.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55546.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 450.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T-Mobile US, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 226255.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1146.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24384.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1817.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PayPal Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70450Y103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3030.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 309.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274802.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14100.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74892.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6344.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mazda Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3868400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22689.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1555.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PerkinElmer, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81821.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9954.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207260.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 898.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169408.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4867.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paycom Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70432V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41600.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1503.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citrix Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 177376100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26698.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3641.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75389.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6225.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 383343.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19642.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Airbnb, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009066101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11952.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 376.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22264.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 647.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34450.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -340.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83510.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 237.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153873.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -695.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortescue Metals Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000FMG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101358.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1150.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Australia & New Zealand Banking Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ANZ3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167897.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1563.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASM International NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72401.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -833.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cloudflare, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 18915M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147338.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6036.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar Tree, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256746108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22652.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -90.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 311900104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1697.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Brands, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21036P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81435.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 181.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WES1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4598.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168465.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2930.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GMO Payment Gateway, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385890003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89983.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2025.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17650.09999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 595.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256911.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26197.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Century Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3424950008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33019.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -422.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 322068.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5153.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3921290007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109915.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1392.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikari Tsushin, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783420007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17313.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1119.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35946.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2028.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57613.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1393.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 493674.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5314.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jacobs Engineering Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 469814107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63838.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1401.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114442.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4558.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU2290522684 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48490.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2408.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TotalEnergies SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120271 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120790.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3669.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75382.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3116.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88940.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1959.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vodafone Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH4HKS39 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18954.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 62.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Union Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 959802109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68237.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 529.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80964.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5666.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20429.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 129.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 852234103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72694.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3919.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260783.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6590.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38236.94999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -178.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27278.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3294.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74113.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3570.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clorox Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99127.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -98.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175908.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3363.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider Electric SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156936.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4196.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32665.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -860.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100284.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3234.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oak Street Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67181A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 298998.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10434.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205604.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2305.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50039.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 413.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31502.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -569.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55933.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -63.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atmos Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29872.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -281.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23209.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 250.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kroger Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46398.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1105.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nihon M&A Center, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689050007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122535.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2391.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius SE & Co. KGaA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24913.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 642.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cheniere Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16411R208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33462.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -216.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A161408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37777.01999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2164.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107813.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5145.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060252690 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57434.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2246.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87612E106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137573.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2129.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BHP4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29223.43999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1142.11999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65341.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3342.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Motors Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37684.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -795.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149741.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13969.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176572.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6429.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72335.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4388.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Applied Materials, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 328555.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6457.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SJM Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0880043028 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22547.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2381.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96577.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1098.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139653.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1916.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59447.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 522.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43678.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -807.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27288.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -540.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23159.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 850.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137213.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4449.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77546.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4359.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118836.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2814.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71368.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 346.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yara International ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010208051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61930.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 253.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003717312 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46419.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -33.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 426281101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51182.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 232.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi UFJ Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30111.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UnitedHealth Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91324P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67191.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 578.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207793.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1990.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204349.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6934.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70038.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1178.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mohawk Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 608190104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70358.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2714.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essential Utilities, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205861.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7166.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 249172.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1098.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Shinyaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3717600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37615.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1990.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148949.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3153.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24675.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1182.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65286.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3960.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiwa House Industry Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3505000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76650.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -675.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012214059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95904.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26047.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1014.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26142R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61158.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 933.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217433.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2839.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koei Tecmo Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283460008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30539.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -735.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Horizon Therapeutics plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BQPVQZ61 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128325.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 64.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Z Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3933800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39540.94999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2305.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3753000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 291773.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20060.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124390.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 434.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daimler AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007100000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166342.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8462.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 376185.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7029.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006825383 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32592.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 236.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke KPN NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26418.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 761.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33673.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 727.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 648981.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2140.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47532.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2963.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electron Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3571400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82485.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -222.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274946.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1771.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132718.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3539.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 003654100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29769.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 327.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85065.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7128.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169904.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1259.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010844038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101059.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5204.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 373634.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17338.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171666.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2185.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51591.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -91.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53594.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -442.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Boerse AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005810055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55732.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2087.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonica Deutschland Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1J5RX9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58019.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4608.18999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Match Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57667L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54629.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 421.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Murata Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3914400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157672.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1430.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48136.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -364.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0364749348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176213.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1768.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24861.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -227.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68389X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188570.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7682.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1EWWW0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2903.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 60.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rentokil Initial plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B082RF11 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24286.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1760.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45784P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19018.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -559.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216458.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6155.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TJX Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137620.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3080.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37940.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 65.70999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henry Schein, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806407102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37189.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1721.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00206R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61289.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mosaic Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7682.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 265.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95154.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 486.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henkel AG & Co. KGaA (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006048432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94186.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -343.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25792.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 372.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RPM International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 749685103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65548.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 149.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833034101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44685.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 738.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Merck & Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58933Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35821.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -158.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Insurance Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3233250004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30138.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 266.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SS&C Technologies Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26809.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1128.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 001055102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 308990.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10674.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryohin Keikaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3976300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87230.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1828.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40186.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2834.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Parker-Hannifin Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 701094104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21218.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 620.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102077.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1383.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98936J101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55866.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5371.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130503.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1174.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 448554.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14347.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 036752103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90626.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travelers Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24273.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 102.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hitachi Metals Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3786200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21481.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -104.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chugai Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3519400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55275.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1823.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3732000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26122.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 631.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19890.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -229.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industria de Diseno Textil SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0148396007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13939.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 92.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40272.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1298.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56238.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -504.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61615.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1857.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RIO1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60374.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2797.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Asset Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2177B1014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88448.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -717.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 227954.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12307.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96669.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1217.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infineon Technologies AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006231004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162257.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3042.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130944.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5706.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| VMware, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928563402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81789.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1691.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119184.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2610.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140313.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4258.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Gamesa Renewable Energy SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0143416115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63028.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 91.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SGS SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0002497458 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178017.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 888.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72262.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3334.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131179.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1387.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Willis Towers Watson plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 160536.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15782.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi HC Capital, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3499800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28907.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 321.20999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51452.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2109.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pioneer Natural Resources Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 723787107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34743.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -363.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Express Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025816109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36663.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 79.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson and Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79282.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1984.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newell Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651229106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26556.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2349.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Global plc, Class C |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8W67B19 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60918.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1859.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23584.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 435.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banque Cantonale Vaudoise (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0531751755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 253175.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 62.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Energy AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000825820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46138.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -782.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146845.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1913.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of New York Mellon Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064058100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38651.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1129.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013267909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26558.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 643.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51026.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 574.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HK Electric Investments & HK Electric Investments Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000179108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198276.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -792.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0156801721 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80920.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1388.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coles Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000030678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157433.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1320.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Suisse Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167515.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1404.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202917.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1774.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121069.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11811.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedish Match AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015812219 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55440.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1062.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exxon Mobil Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30231G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204315.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1632.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03852U106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96045.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1640.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1ML7J1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21704.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1196.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shizuoka Bank Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351200005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19498.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -733.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lam Research Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196322.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 455.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 401432.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1593.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34288.95999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2431.21999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAH0038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55847.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 203.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87515.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1368.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23300.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 387.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169059.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1140.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62739.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1778.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39293.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1300.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maxim Integrated Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57772K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198820.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3562.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214774.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8958.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138057.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5008.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 342337.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15048.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301597.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10364.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fair Isaac Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303250104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81206.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4081.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Star Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NST8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61963.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3712.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120222 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24341.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -561.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98978V103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43377.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23601.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -427.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Home Depot, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 437076102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5251.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 24.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29364G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75852.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1496.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sealed Air Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104533.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4070.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443573100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22052.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 297.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woodside Petroleum Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 980228100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69235.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2187.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woolworths Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOW2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58871.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 289.70999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwest Airlines Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124582.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1898.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3294460005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59577.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -921.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SolarEdge Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83417M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139340.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1122.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103921.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3638.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZXROE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110392.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1432.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tradeweb Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892672106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26019.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 309.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127582.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1145.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Check Point Software Technologies Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0010824113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42197.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 703.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tractor Supply Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40709.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -335.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FleetCor Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339041105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32019.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -499.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assa Abloy AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100581 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25404.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -98.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Snowflake, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833445109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108679.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 646.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MISUMI Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31369.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 788.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jardine Matheson Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG507361001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124940.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5679.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34157.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1739.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABB Ltd. (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 379110.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 467.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57389.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1045.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91696.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 735.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 369604103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100789.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1945.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evonik Industries AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000EVNK013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46835.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 620.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 706979.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11552.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21106.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 482.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91125.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 702.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182306.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3698.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Franklin Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 354613101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67935.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -252.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76545.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 781.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electronic Arts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 293246.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3401.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3898400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168292.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1482.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sage Group plc (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8C3BL03 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49234.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Muenchener Rueckversicherungs-Gesellschaft AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008430026 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18617.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83609.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 718.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60937P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64964.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -863.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES06445809M0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24023.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2332.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20226.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1067.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Exchange Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3183200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20470.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 703.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060227585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54232.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -944.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12541W209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49578.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1445.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 432137.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17224.75999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novartis AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202990.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -115.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92429.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1321.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118615.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1694.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJJN4441 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168127.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17771.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verizon Communications, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 287043.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -844.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cooper Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 216648402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66217.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2777.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25099.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1950.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154542.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2400.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301856.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11950.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BioMarin Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09061G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70054.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1579.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6102.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -154.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keisei Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3278600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17869.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 590.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FUJIFILM Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71762.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1701.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schibsted ASA, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003028904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22526.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 177.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 221254.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10870.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23007.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -682.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40403.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 898.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hirose Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3799000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44942.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -506.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Leidos Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 525327102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7768.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -88.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101993.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9660.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJ1F3079 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100017.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1643.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swisscom AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0008742519 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 391853.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1133.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27407.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 375.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Domino's Pizza, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25754A201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77247.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1959.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178978.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3157.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162317.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -847.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products & Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 333520.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2945.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007099541 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22684.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 82.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44551.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1204.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cellnex Telecom SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105066007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 344669.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2343.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161846.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2426.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97919.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -615.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42984.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2694.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000039299 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29925.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 880.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21961.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 315.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146170.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -829.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Synchrony Financial |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87165B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72881.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1720.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3388200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21891.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -112.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33442.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3152740001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5513.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184891.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1815.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 273824.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3691.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3108600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41044.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1800.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75871.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 140.13999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Groupe Bruxelles Lambert SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003797140 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70391.28999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 704.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Temenos AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012453913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1429.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51766.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -353.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chubu Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3526600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21601.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -172.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69655.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1811.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107618.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7972.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51627.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 184.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keppel Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1U68934629 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222757.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5213.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68750.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 140.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kesko OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26703.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1228.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34652.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1658.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swiss Life Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0014852781 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171762.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1682.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suntory Beverage & Food Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336560002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192843.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7950.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DBS Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1L01001701 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33564.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 132.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025932104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32507.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 341.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 263763.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1521.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136483.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4804.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regeneron Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 75886F107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84467.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1803.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NextEra Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89273.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2039.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ajinomoto Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3119600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50953.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1573.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189497.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4204.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 521865204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57568.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2743.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75592.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3746.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21974.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -425.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Naturgy Energy Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0116870314 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20957.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 668.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3750500005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135197.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 244.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18738.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 164.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Utilities Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74626.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2201.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Santen Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21679.75999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -722.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Prudential Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744320102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107299.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 888.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyo Suisan Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892306101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41995.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -970.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fast Retailing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67820.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1282.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Visa, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92826C839 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1236877.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11295.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006602006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50636.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2818.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Akamai Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00971T101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98814.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2439.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42809H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79650.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1510.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Airlines Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1V61937297 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93725.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2385.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 471945.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6434.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28821.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2642.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 62944T105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114897.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4575.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27635.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 226.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94101.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -347.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158944.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5893.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Palantir Technologies, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69608A108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97955.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1624.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PeptiDream, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3836750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136196.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6384.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electric Power Co. Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3585800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26118.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1927.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3720800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143599.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4228.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23084.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1885.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108015.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 471.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70356.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 286.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52739.19999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -987.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Telekom AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005557508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82767.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 832.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westinghouse Air Brake Technologies Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929740108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84954.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3213.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sika AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0418792922 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46499.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -753.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royalty Pharma plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMVP7Y09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28841.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1630.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007980591 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19074.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 314.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33955.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 342.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 487836108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20718.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -192.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000303709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38165.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -761.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16964.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -82.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012280076 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150175.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2111.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25145.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -310.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Procter & Gamble Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 742718109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89747.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2795.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119667.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2302.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168958.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9222.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25628.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 318.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111983.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3575.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Infrastructure Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG2178K1009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196198.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2144.71999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3743000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20167.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -160.97999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119717.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14274.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magellan Financial Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MFG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32399.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2997.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122735.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -124.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010208488 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114723.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -771.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27400.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 712.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Apollo Global Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03768E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134200.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -798.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90243.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1220.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 576346.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16926.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138631.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1158.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 73278L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151946.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8681.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Budweiser Brewing Co. APAC Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG1674K1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161867.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19483.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124964.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2908.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 280385.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10845.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3236200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 334201.78999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19564.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiichi Sankyo Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3475350009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21784.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 841.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 412785.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -786.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Generac Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 368736104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23903.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1438.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110568.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 472.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T. Rowe Price Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74144T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46548.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -275.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0014332678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100391.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5171.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890350006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33709.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 44.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88837.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2750.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Research Institute Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22525.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -317.02999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55632.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2306.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151126.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 488.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Dutch Shell plc, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B03MM408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25370.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1465.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128387.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4018.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59907.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2180.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dominion Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25746U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41028.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -263.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Public Service Enterprise Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58060.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1884.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85998.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4863.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97756.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 771.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Black Knight, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09215C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113201.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4880.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intertek Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90560.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6875.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95826.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2961.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Dainippon Pharma Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3495000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29435.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5928.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113194.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3396.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Overseas Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1M31001969 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179802.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1894.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 235851102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 232042.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6653.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14973.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30161N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139417.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2353.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shiseido Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40101.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1629.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FirstEnergy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337932107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138718.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3004.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Best Buy Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186163.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3927.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74112.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1489.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013280286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23966.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1510.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38640.19999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 124.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29487.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2808.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233356.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2217.46999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004035913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74564.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26196.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57854.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1641.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98478.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -186.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145464.76999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1801.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14937.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -864.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75513.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -496.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hamamatsu Photonics KK |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3771800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22240.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 730.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG169621056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96882.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3843.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78507.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7418.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39257.69999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 222.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173516115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24950.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 109.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174326.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5918.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274554.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8793.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chipotle Mexican Grill, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 169656105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13044.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 455.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196330.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2899.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HKT Trust & HKT Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000093390 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141365.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1562.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22672.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 582.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24120.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78293.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -841.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chewy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10964.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 127.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73738.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2051.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WiseTech Global Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WTC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6396.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -116.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Phoenix Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGXQNP29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29355.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -271.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oji Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3174410005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20755.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133494.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5566.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44626.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 53.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Logitech International SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025751329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75919.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8897.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207564.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4592.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51886.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 525.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3862400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124797.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1218.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JFE Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386030005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37695.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1239.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3240400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73484.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4508.89999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vertex Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92532F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 213473.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5888.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125676.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1122.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schibsted ASA, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010736879 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26302.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 346.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45337C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137760.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2261.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Estee Lauder Cos., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 518439104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115171.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2501.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48251W104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74089.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3544.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Ahold Delhaize NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22381.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 494.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3733000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40573.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -772.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Australia Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NAB4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45939.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 98.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22796.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 176.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90139.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2232.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Athene Holding Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0684D1074 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19644.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 97.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Isuzu Motors Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3137200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28013.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1194.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114972.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 553.05999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlyle Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14316J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45624.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3878.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Microchip Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180617.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5981.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3421800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60552.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -473.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinder Morgan, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49456B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95902.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -496.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newcrest Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NCM7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116409.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -698.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12514G108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22552.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 724.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkshire Hathaway, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084670702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66233.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 140.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31103.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -765.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22052L104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126543.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1508.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200605.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3919.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hershey Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207500.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2285.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125401.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17238.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94784.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1953.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180236.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8824.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60374.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5568.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42323.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -925.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 86771W105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219083.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2068.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63308.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 768.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92719V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brother Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 114813108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164842.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6321.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 880770102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32385.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 71.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 363761.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17023.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54681.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -232.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lamb Weston Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22701.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2655.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90606.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2666.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163744.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5599.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187286.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11152.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53378.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 604.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 237270.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1689.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3419400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56943.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -424.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3116000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62992.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1224.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aon plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLP1HW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27043.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2862.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arrow Electronics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 042735100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208090.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11126.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651639106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18846.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -783.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Express Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3729400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73049.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1696.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HEICO Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19770.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 557.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21783.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52914.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 807.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77045.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2293.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385980002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23464.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 685.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91013.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -400.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21870.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1337.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25597.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 289.14999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 532457108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42612.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TE Connectivity Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102993182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130953.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8436.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19070.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 128.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63139.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2434.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New World Development Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000608585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75852.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1355.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32887.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73864.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4902.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Palo Alto Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697435105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60655.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -104.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154683.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2225.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130289.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1928.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Poste Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003796171 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38837.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 153.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77968.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2756.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 213996.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4923.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Geberit AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0030170408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59117.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 677.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101069.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3132.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23881.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 190.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173720.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4574.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sirius XM Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82968B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20619.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 168.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hewlett Packard Enterprise Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42824C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60595.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2005.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69900.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1020.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42808.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 350.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83735.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 753.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012853455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124024.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2846.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61161.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -36.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honeywell International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 438516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56109.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -252.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225979.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25986.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100494.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4674.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sensata Technologies Holding plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BFMBMT84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21923.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1533.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DuPont de Nemours, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41127.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 334.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260557103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70924.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1916.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Lufthansa AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008232125 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77208.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1816.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 268665.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5113.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21827.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -293.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983919101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23524.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2099.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033195214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178162.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2463.96999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Philips NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009538 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51089.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1446.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koito Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3284600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24480.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 278.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204155.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3348.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70378.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2411.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Matthey plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ4BQC70 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25627.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 686.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128536.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 40.11999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seiko Epson Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3414750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44735.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -133.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53137.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -457.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21083.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 856.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skandinaviska Enskilda Banken AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000148884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74008.47999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1608.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roper Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 776696106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 262375.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 138.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181885.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2409.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiwa Securities Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3502200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32075.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -230.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 379312.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11894.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108990.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -147.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051732 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21472.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -38.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL00150001Q9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23874.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 849.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Parcel Service, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74821.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8551.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Odakyu Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3196000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190929.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7875.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55255.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -313.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21892.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 391.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sohgo Security Services Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3431900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46760.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -184.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32133.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -461.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21677.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 250.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34350.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 941.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74088.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 745.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of East Asia Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0023000190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41190.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 691.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Futu Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36118L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39447.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12404.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121485 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39474.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1478.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3965400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20771.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 516.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reinsurance Group of America, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759351604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59607.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1368.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170046.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -173.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33144.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -680.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33814.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -234.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Venture Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG0531000230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154295.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1077.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| News Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65249B109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79136.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 706.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011301780 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51963.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 774.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Givaudan SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010645932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 329422.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5450.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52560.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5241.85999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86178.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7614.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verisk Analytics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92345Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81674.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1178.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Takeda Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3463000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 399438.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5300.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205121.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7602.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005439004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 293425.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 307.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94398.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6148.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134804.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -710.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17987.50999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 700.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ramsay Health Care Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RHC8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36700.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48908.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 682.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Telecommunications Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1T75931496 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22459.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 110.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05338G106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46640.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1233.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobayashi Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3301100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23929.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1913.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871829107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44000.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1328.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69152.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 861.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar General Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256677105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89333.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2707.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256454.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7492.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39578.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -376.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Europacific Partners plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDCPN049 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98303.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2629.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 854502101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22660.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -600.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B19NLV48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101083.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1861.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| STMicroelectronics NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000226223 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22593.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1569.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wayfair, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94419L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40789.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7905.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cosmos Pharmaceutical Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3298400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33950.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -332.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Occidental Petroleum Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 674599105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24116.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 840.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3626800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147366.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1522.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71174.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1417.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91582.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1036.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012059018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109349.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4721.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zoom Video Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77510.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3425.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007164600 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30854.95999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 505.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MGM Resorts International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26646.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 567.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 360663.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8052.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20531.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26932.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119920.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3387.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinnacle West Capital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 723484101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42861.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -189.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 704326107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45869.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1160.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126408.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7037.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123387.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 226.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66156.00999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -430.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BorgWarner, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099724106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88996.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4560.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-06-16 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -470148.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 174121.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| CDI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z91ZC0NV9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 9563000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 147994.17000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.068521382593 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-credit
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear US |
| LEI (if any) of counterparty. | 549300HWWR1D8OTS2G29 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Markit CDX North American High Yield Index Series 36-V1 |
| Index identifier, if any.
| Markit CDX North American High Yield Index Series 36-V1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 5.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2026-06-20 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 785987.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 9563000.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 147994.17000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828Y38 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828Y388 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828Y38 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 243439.34000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 286402.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.132604553004 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912796G45 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912796G459 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912796G45 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 22000000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 21991994.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 10.18230558445 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-04-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013327491 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTG8M9F5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 46211.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 68570.49000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.031748174809 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2036-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0008932666 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B06983223 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 24581.05000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 59484.90000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.027541541612 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-07-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22476 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 290.62000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000134557220 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1451000.00000000 |
| Description of currency sold.
|
Hong Kong Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 187025.29000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 290.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1451000.00000000 |
| Description of currency sold.
|
Hong Kong Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 187025.29000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 290.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828YL8 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828YL86 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828YL8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 292735.17000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 317575.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.147037738702 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-10-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BYZW3J87 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSZT48Q8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 37157.66000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 79319.06000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.036724768666 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2036-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQTRRK4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 37545584.12000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Taiwan New Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 8482.60000000 |
| Exchange rate.
| 27.96500000 |
| Percentage value compared to net assets of the Fund.
| 0.003927448493 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| TAIEX Index Futures |
| Index identifier, if any.
| TAIEX Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 37545584.12000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 37545584.12000000 |
| ISO Currency Code.
| TWD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8482.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384007 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2443.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00113154557 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616106.06000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2443.94000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616106.06000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2443.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912796F38 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912796F386 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912796F38 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 30000000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 29990737.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 13.88572805613 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-03-24 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22488 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3612.72000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001672691358 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 202000.00000000 |
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 152686.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3612.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 202000.00000000 |
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 152686.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3612.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23157 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7781.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00360296381 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 962028.98000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 26628000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7781.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 962028.98000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 26628000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7781.77000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128286N5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128286N55 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128286N5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 64041.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 69345.65000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.032107074318 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| S&P/TSX 60 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | PTU120219 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | PTU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -80.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -157059.21000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| -0.07271850112 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Canadian Derivatives Clearing |
| LEI (if any) of counterparty. | 5493004XJK1P32XQLA57 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| S&P/TSX 60 Index |
| Index identifier, if any.
| XC0009654721 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-16 |
| iv. Aggregate notional amount or contract value on trade date.
| -19398400.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -157059.21000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22528 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 17354.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.008035004201 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 28719780.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1046562.93000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 17354.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 28719780.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1046562.93000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 17354.20000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23150 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2193.19000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00101544818 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1081846.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1347000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2193.19000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1081846.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1347000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2193.19000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013524014 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRW6LCE15 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 38000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 55484.09000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.025689164368 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2036-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 394365 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1208.41000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000559494498 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 300811.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2599000.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1208.41000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 300811.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2599000.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1208.41000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810RR1 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810RR14 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810RR1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 155760.68100000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 210611.56000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.097513268809 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2046-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23148 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 18800.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.008704753022 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1186959.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1091000.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 18800.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1186959.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1091000.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 18800.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384054 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1296.26000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000600169097 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612215.01000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1296.26000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612215.01000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1296.26000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU0000024044 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTLGA7L0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 307641.60000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 294820.28000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.136501952761 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2050-02-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810FH6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810FH69 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810FH6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 180126.10000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 259121.25000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.119973282119 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22521 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -292490.27000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.13542315684 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9786546.70000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 11845000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -292490.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9786546.70000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 11845000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -292490.27000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPFEZ70 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2080944600.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -56548.23000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.02618186177 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 2080944600.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2080944600.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -56548.23000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010447367 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS3ENV38 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 86826.37540000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 172800.01000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.080006500238 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2040-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23433 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 55912.62000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.025887573996 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6928459.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 514072000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 55912.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6928459.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 514072000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 55912.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087G99 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087G997 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087G99 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 404763.43000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 364451.57000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.168741278558 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2050-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22494 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 633387.71000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.293258860178 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1004043000.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 36614506.60000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 633387.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1004043000.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 36614506.60000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 633387.71000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23170 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1653.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000765390844 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 744857.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 55798000.00000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1653.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 744857.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 55798000.00000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1653.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22474 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 227152.62000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.105171788741 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8448000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6111806.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 227152.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8448000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6111806.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 227152.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22465 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 945878.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.437942305887 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 22244000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 17273271.23000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 945878.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 22244000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 17273271.23000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 945878.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810QP6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810QP66 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810QP6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 152427.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 236323.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.109417855695 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2041-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128284H0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128284H06 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128284H0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 415076.25000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 439162.02000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.203332258244 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23259 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 36299.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.016806720994 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8679000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6992729.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 36299.57000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8679000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6992729.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 36299.57000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23384 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -24156.66000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.01118454694 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1583000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1244656.45000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -24156.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1583000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1244656.45000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -24156.66000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22540 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -11342.64000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00525164859 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 906635.37000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 66918756.82000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11342.64000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 906635.37000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 66918756.82000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11342.64000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Australia 10 Year Bond |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XMU120215 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XMU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1204.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 4201571.59000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 1.945329970865 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ASX Clear (Futures) |
| LEI (if any) of counterparty. | 549300ZD7BBOVZFVHK49 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Australia 10 Year Bond |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
| iii. Expiration date.
| 2021-09-15 |
| iv. Aggregate notional amount or contract value on trade date.
| 175058746.52000000 |
| ISO Currency Code.
|
Australia Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4201571.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384049 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2394.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00110846962 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616155.90000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2394.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616155.90000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2394.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQU0PD9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 240792.22000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1333.31000000 |
| Exchange rate.
| 0.90585000 |
| Percentage value compared to net assets of the Fund.
| 0.000617323267 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank plc |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Swiss Market Index Futures |
| Index identifier, if any.
| Swiss Market Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 240792.22000000 |
| ii. Termination or maturity date.
| 2021-09-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 240792.22000000 |
| ISO Currency Code.
| CHF |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1333.31000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010899765 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS9ZDYJ6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 123938.82410000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 152081.18000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.070413670485 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BD9MZZ71 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSZHG827 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 22027.20000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 88028.03000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.040757026595 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2065-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384013 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2337.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00108209711 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Toronto Dominion Bank |
| LEI (if any) of counterparty. | PT3QB789TSUIDF371261 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616212.86000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2337.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 445000.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 616212.86000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2337.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B1L6W962 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS3BP9P2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 41801.02440000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 103579.81000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.047957509339 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2037-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22481 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1405155.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.650587940641 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 40880000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49941366.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1405155.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 40880000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49941366.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1405155.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| MSCI Hong Kong Equity Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE000C2QUKR9 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ZSMU12022 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ZSSU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 34.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -68034.00000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.03149977964 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Eurex Clearing |
| LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| MSCI Hong Kong Equity Index |
| Index identifier, if any.
| NDDUHK Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-17 |
| iv. Aggregate notional amount or contract value on trade date.
| 2637720.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -68034.00000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000188799 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0A0A9NZ5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 84491.74180000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 158289.59000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.073288167750 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2032-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP6WVF6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1755563600.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -50392.18000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.02333160722 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 1755563600.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1755563600.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -50392.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22539 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 85001.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.039355778570 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15816000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3103799.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 85001.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15816000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3103799.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 85001.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828UH1 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828UH11 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828UH1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 171437.28000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 179044.81000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.082897846094 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23438 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -14029.76000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00649578664 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2127000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1690812.62000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14029.76000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2127000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1690812.62000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14029.76000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0014003N51 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMBDSH9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 10120.84000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 14191.63000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.006570732542 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2032-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPEECZ4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 4776466.82000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 26787.66000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.012402701401 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 4776466.82000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 4776466.82000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 26787.66000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23253 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3233.83000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001497265079 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15197000.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 547837.06000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3233.83000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15197000.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 547837.06000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3233.83000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828TE0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828TE09 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828TE0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 306697.20000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 316934.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.146740811817 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23180 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -14966.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00692960427 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 244545000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2214908.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14966.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 244545000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2214908.78000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14966.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810SB5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810SB52 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810SB5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 128813.52000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 178155.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.082485928391 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2048-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22477 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -123927.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.05737834364 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 29668571.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3240089000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -123927.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 29668571.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3240089000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -123927.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22480 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1328734.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.61520494757 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 40121713.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48399000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1328734.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 40121713.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48399000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1328734.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23443 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 12004.83000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005558242932 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5370059.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 150185000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 12004.83000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5370059.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 150185000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 12004.83000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22468 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -575712.06000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.26655500231 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank |
| LEI (if any) of counterparty. | 7LTWFZYICNSX8D621K86 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 20244470.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 103048000.00000000 |
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -575712.06000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 20244470.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 103048000.00000000 |
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -575712.06000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SOP |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPXVHB3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 12641153.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 54572.34000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.025267023614 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swaption |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swaption
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank NA |
| LEI (if any) of counterparty. | E57ODZWZ7FF32TWEFA76 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Swaption |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 0.05000000 |
| vi. Exercise Price Currency Code
|
Euro Member Countries
|
| vii. Expiration date.
| 2021-10-15 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -43106.29000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23442 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -36.06000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001669579 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 204190000.00000000 |
| Description of currency sold.
|
India Rupee
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2731781.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -36.06000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 204190000.00000000 |
| Description of currency sold.
|
India Rupee
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2731781.32000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -36.06000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B4PTCY75 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSD527R6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 35847.94000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 138893.33000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.064307688638 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2062-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SOP |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPW0NJ8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 16938457.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 73123.96000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.033856433938 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swaption |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swaption
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas SA |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Swaption |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 0.05000000 |
| vi. Exercise Price Currency Code
|
Euro Member Countries
|
| vii. Expiration date.
| 2021-10-15 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -74845.32000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23327 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -17314.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00801648417 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 764637000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6955003.05000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17314.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 764637000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6955003.05000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17314.20000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23330 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4984.22000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00230769661 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Societe Generale |
| LEI (if any) of counterparty. | O2RNE8IBXP4R0TD8PU41 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10138252.48000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 282766000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4984.22000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10138252.48000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 282766000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4984.22000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384456 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 120.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000055698966 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 5991.10000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 120.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 5991.10000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 120.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Long Gilt |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00J92SMB14 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GU1202115 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | G U1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -219.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -778019.95000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| -0.36022366732 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear Europe |
| LEI (if any) of counterparty. | 5R6J7JCQRIPQR1EEP713 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| United Kingdom of Great Britain and Northern Ireland |
| Title of issue.
| Long Gilt |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B16NNR78 |
| iii. Expiration date.
| 2021-09-28 |
| iv. Aggregate notional amount or contract value on trade date.
| -28424010.00000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -778019.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23156 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 28804.96000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.013336712417 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4512683.43000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 334268000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 28804.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4512683.43000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 334268000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 28804.96000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384462 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 67.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000031451627 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 16000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12892.55000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 67.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 16000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12892.55000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 67.93000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23161 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2448.13000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001133485544 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Standard Chartered Bank |
| LEI (if any) of counterparty. | U4LOSYZ7YG4W3S5F2G91 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 527261.84000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 103086.53000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2448.13000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 527261.84000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 103086.53000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2448.13000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810RW0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810RW09 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810RW0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 103711.74000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 138334.99000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.064049176909 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2047-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| CDI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z91ZC0LT6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 7758000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 233590.35000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.108152461293 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-credit
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear US |
| LEI (if any) of counterparty. | 549300HWWR1D8OTS2G29 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| iTraxx Europe Crossover35-V1 |
| Index identifier, if any.
| iTraxx Europe Crossover35-V1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 5.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2026-06-20 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 929200.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 7758000.00000000 |
| ISO Currency Code.
| EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 233590.35000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810FQ6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810FQ68 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810FQ6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 39582.99900000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 59975.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.027768550783 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2032-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Brent Crude Oil |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00H1JWRQ22 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | COV120213 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | COV1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 117.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 657779.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.304552115023 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear Europe |
| LEI (if any) of counterparty. | 5R6J7JCQRIPQR1EEP713 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Brent Crude Oil |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00H1JWRQ22 |
| iii. Expiration date.
| 2021-08-31 |
| iv. Aggregate notional amount or contract value on trade date.
| 8822970.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 657779.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23328 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -275.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00012772796 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 19335000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 965253.86000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -275.87000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 19335000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 965253.86000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -275.87000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Low Sulphur Gasoil |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00H1K80370 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | QSU120210 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | QSU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 146.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 211324.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.097843490064 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear Europe |
| LEI (if any) of counterparty. | 5R6J7JCQRIPQR1EEP713 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Low Sulphur Gasoil |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00H1K80370 |
| iii. Expiration date.
| 2021-09-10 |
| iv. Aggregate notional amount or contract value on trade date.
| 8968050.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 211324.78000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| OMXS30 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SE0016009963 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | QCQ120210 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | QCQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -541.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -173543.53000000 |
| Exchange rate.
| 8.60840000 |
| Percentage value compared to net assets of the Fund.
| -0.08035075041 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | NASDAQ OMX Commodities Clearing |
| LEI (if any) of counterparty. | 5493008EIVLUXM0PQX05 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| OMXS30 Index |
| Index identifier, if any.
| SE0000337842 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-20 |
| iv. Aggregate notional amount or contract value on trade date.
| -128230525.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -173543.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BP9DLZ64 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSP1Q626 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 27138.32000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 90864.01000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.042070086904 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2058-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Federal Republic of Germany |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900AQBND3S6YJLY83 |
| c. Title of the issue or description of the investment.
| Federal Republic of Germany |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0001030542 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSEAR4B1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 98401.66560000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 119967.98000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.055545241117 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22524 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 56187.76000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.026014963968 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1395000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1080136.36000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 56187.76000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1395000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1080136.36000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 56187.76000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQ0J6P5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 9752011.53000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 44940.53000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.020807490255 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 9752011.53000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 9752011.53000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 44940.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22475 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -514919.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.23840813841 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 34985240.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2576488000.00000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -514919.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 34985240.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2576488000.00000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -514919.77000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B7RN0G65 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSFA0UA0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 43591.21000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 108165.42000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.050080649307 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2044-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384005 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1398.23000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000647381263 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612316.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1398.23000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612316.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1398.23000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384001 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 13333.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.006173371577 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611421.15000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13333.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611421.15000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13333.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22489 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2234.51000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00103457936 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4550336.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 91077000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2234.51000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4550336.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 91077000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2234.51000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23182 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1066.69000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000493878060 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 227000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 270580.39000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1066.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 227000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 270580.39000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1066.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| RBOB Gasoline |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XBU120219 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XBU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -31.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -210448.09000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.09743758210 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| RBOB Gasoline |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
| iii. Expiration date.
| 2021-08-31 |
| iv. Aggregate notional amount or contract value on trade date.
| -3039779.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -210448.09000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384002 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 5608.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002596784903 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763062.91000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5608.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763062.91000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5608.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810PZ5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810PZ57 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810PZ5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 100305.60000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 132287.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.061249023643 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23434 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 4390.71000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002032901159 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10007000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7349662.16000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4390.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10007000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7349662.16000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4390.71000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU000XCLWAF4 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSKPGB27 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 372729.60000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 372675.13000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.172548791388 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2035-08-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828B25 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828B253 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828B25 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 267660.72000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 289267.01000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.133930785679 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B73ZYW09 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSFT6CL3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 31808.10000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 96228.21000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.044553714472 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2052-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23269 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 36569.84000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.016931856153 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2290000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1717460.38000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 36569.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2290000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1717460.38000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 36569.84000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0012558310 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSRNTA27 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 79111.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 100279.09000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.046429274153 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810FS2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810FS25 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810FS2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 196663.50000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 234275.39000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.108469635192 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23437 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 35684.22000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.016521813603 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10534124.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 15174000.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 35684.22000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10534124.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 15174000.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 35684.22000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Canada 10 Year Bond |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CNU120216 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CNU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -604.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1934636.47000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| -0.89573775602 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Canadian Derivatives Clearing |
| LEI (if any) of counterparty. | 5493004XJK1P32XQLA57 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Canada |
| Title of issue.
| Canada 10 Year Bond |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 135087F82 |
| iii. Expiration date.
| 2021-09-21 |
| iv. Aggregate notional amount or contract value on trade date.
| -89398040.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1934636.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23335 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 9996.53000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.004628398920 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 949034000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 832500.57000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 9996.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 949034000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 832500.57000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 9996.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810QF8 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810QF84 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810QF8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 123301.53000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 188953.17000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.087485422256 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2040-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384052 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 5734.62000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002655132232 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763188.93000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5734.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763188.93000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5734.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23179 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 4987.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002309256929 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 816000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 659031.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4987.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 816000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 659031.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4987.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384460 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 469.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000217239859 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 110000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 88638.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 469.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 110000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 88638.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 469.20000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23329 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 33183.37000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.015363918670 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6532504.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4723000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 33183.37000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6532504.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4723000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 33183.37000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU0000XCLWP8 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS8TFN86 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 716304.90000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 627740.07000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.290643999733 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-09-20 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23183 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 79810.75000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.036952421408 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4366000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3284512.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 79810.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4366000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3284512.98000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 79810.75000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013410552 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTRN8940 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 72473.78030000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 99161.51000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.045911833995 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Avaya Holdings Corp. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300NZS2OZN6Q63A60 |
| c. Title of the issue or description of the investment.
| Avaya Holdings Corp. |
| d. CUSIP (if any).
| 05351X101 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US05351X1019 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 05351X101 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 15.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 363.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000168208101 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22533 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 31992.72000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.014812647061 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1065816604.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 955709.33000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 31992.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1065816604.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 955709.33000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 31992.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| AEX Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | NLEN01786891 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | EOQ120217 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | EOQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -13.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -41660.69000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| -0.01928892252 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | LCH Clearnet |
| LEI (if any) of counterparty. | F226TOH6YD6XJB17KS62 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| AEX Index |
| Index identifier, if any.
| NL0000000107 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-20 |
| iv. Aggregate notional amount or contract value on trade date.
| -1953224.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -41660.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Federal Republic of Germany |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900AQBND3S6YJLY83 |
| c. Title of the issue or description of the investment.
| Federal Republic of Germany |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0001030559 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSMU6SL9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 132712.07570000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 195042.80000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.090304924315 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0011427848 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSHEH1X7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 107385.96000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 136446.84000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.063174962414 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BDX8CX86 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSKD3M68 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 34823.80820000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 149680.16000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.069301996896 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2068-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23326 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 50498.98000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.023381055680 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5091000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3787360.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 50498.98000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5091000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3787360.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 50498.98000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| IBEX 35 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | ES0B00074533 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | IBQ120211 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | IBQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 193.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 54231.49000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.025109209875 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SPAIN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BME Clearing |
| LEI (if any) of counterparty. | 5299009QA8BBE2OOB349 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| IBEX 35 Index |
| Index identifier, if any.
| ES0SI0000005 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-20 |
| iv. Aggregate notional amount or contract value on trade date.
| 16742171.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 54231.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BNNGP882 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWGKXV68 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 5132.89000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 14760.10000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.006833934466 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2051-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23214 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 29647.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.013727007993 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4980000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 980179.90000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 29647.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4980000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 980179.90000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 29647.93000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828ZJ2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828ZJ22 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828ZJ2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 310569.64000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 338605.83000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.156774686637 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B3MYD345 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS8GF978 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 41211.12000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 108303.49000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.050144575793 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2042-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-CSC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3DNZ6 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -213469.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 358305.00999999 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.165895417877 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Credit Suisse International |
| LEI (if any) of counterparty. | E58DKGMJYYYJLN8C3868 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
| i. Name.
| Intertek Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50008.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3937.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95706.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1300.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monolithic Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609839105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44476.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7549.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21201.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129616.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4675.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AmerisourceBergen Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03073E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16248.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1028.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Admiral Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02J6398 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192591.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15047.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79843.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2693.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22922.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1444.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45167R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21082.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -558.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152511.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1183.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145939.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4390.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181091.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5996.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyowa Kirin Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3256000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48826.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6191.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NextEra Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124484.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4426.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012214059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207401.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 466.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Colgate-Palmolive Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 194162103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56206.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2007.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17759.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -320.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138842.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -409.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 831865209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47332.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 854502101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23843.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1016.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007908733 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41281.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2440.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T-Mobile US, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158133.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3118.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101825.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7689.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Isuzu Motors Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3137200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21343.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -70.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32901.12999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5307.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25646.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2474.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23666.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1572.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91409.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7064.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Public Service Enterprise Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21967.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -596.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52049.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1911.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 363906.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4886.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cognizant Technology Solutions Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192446102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52279.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3668.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012673267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35496.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2246.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Spirax-Sarco Engineering plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BWFGQN14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 203556.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14577.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PulteGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 745867101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47736.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1879.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82873.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5563.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57550.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1077.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60615.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4409.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29786A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22204.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1513.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harmonic Drive Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3765150002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33190.19999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 174.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164378.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10244.20999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012280076 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57474.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5005.39999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3546800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89264.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3967.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwest Airlines Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61735.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 818.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890350006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47192.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -652.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011334468 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11220.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -398.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32625.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 220.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73524.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2583.67999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Sanso Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30990.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2024.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0364749348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207260.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7097.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DuPont de Nemours, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65518.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1370.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142209.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -832.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SolarEdge Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83417M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52155.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 333.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47311.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2246.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114144.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4547.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyson Foods, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902494103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52022.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -859.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 415326.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 514.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 226470.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4071.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871829107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29086.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -35.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78292.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -275.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169959.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2562.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56491.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 61.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carrier Global Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14448C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26409.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3441.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42564.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2167.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88816.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -170.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123120.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14941.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GoDaddy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 380237107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186063.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7611.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56991.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6606.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54707.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1661.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57719.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -349.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3421800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75690.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -893.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53770.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2040.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Murata Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3914400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91284.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1660.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75419.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2650.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kraft Heinz Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 500754106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38893.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1142.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60360.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2337.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Aviation SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121725 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51198.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1267.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 290876101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25466.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -410.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chewy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125215.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3680.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38763.26999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -722.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mosaic Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61429.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 944.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telstra Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TLS2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23071.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27493.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1273.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98893.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2262.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nihon M&A Center, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689050007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33418.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -104.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36104.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -396.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37720.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3277.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98978V103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92025.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1522.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51490.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4715.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 493267108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137167.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1814.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32380.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982100004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25130.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1874.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98743.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1111.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Poste Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003796171 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28542.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 840.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RPM International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 749685103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32731.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -278.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Life Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 271930.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10856.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110568.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -713.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 570535104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72370.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -253.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49780.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 694.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169570.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4672.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134575.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6355.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83071.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2142.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99101.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1361.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BBG9VN75 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58763.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -587.91999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKFB1C65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22598.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 138.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 397631.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11418.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 73278L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9078.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 171.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DISH Network Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19646.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -675.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitori Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133053.32999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7007.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 345064.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3905.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135491.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4591.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49335.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4275.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3249600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166838.04999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1629.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3359600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75261.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4607.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40540.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2509.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26142R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35793.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -177.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29050.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -737.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFRT3W74 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52454.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -353.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87437.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3547.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SYD9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64256.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koito Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3284600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85680.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3832.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66820.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1442.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110040.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4751.89999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Etablissements Franz Colruyt NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974256852 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35479.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 923.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 001055102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44275.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2149.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45012.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 616.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59569.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1532.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investor AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811963 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24764.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1249.08999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53670.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2204.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167922.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3520.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ono Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 255675.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5041.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Facebook, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30303M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122567.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3663.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143644.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3000.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030913577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22875.75999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1607.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19604.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -129.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24444.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1951.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 291679.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3406.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG491BT1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21283.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -689.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1ML7J1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23568.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -946.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202578.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8595.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26910.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 482.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50068.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -957.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139418.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4004.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91302.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -455.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30034W106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3443600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16850.68999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Home Depot, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 437076102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133573.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3927.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101844.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3741.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120356.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4688.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00206R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174386.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 808.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010411983 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21699.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1234.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Duke Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101641.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4399.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eurofins Scientific SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014000MR3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161117.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 236.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000743059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184928.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3576.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59072.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 331.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51842.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4311.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75607.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2030.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111161.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4313.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 880770102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224790.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7398.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124587.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5581.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131255.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2565.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Visa, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92826C839 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 269057.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10679.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65979.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2170.73999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Techtronic Industries Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0669013440 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 240736.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17152.84999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53105.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -928.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| News Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65249B109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19827.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -136.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98753.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1716.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74736K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87021.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79620.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1382.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51011.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2513.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui House Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3420600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43572.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1330.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Equitable Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29452E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19725.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1565.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170847.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4897.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2771.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melrose Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ1G4322 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78235.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2376.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24017.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1713.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60816.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 855.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Principal Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74251V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19943.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 702.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Resona Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3500610005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41676.95999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 488.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146231.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12204.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217042.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 821.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112182.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14200.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 918204108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23338.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 192.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0114405324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 392842.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26139.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Airlines Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3705200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60457.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4356.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vertex Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92532F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114699.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2184.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90769.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68389X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87140.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1550.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191383.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9562.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 003654100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181562.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1165.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69726.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5345.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3937200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19499.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1131.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000652216 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 286437.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17207.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70261.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2454.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22413.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -145.66999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yaskawa Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3932000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143598.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2869.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130670112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77244.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2464.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stora Enso OYJ, Class R |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005961 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22059.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -111.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116964.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5485.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207071.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6972.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B10RZP78 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89262.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3318.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175387.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 389.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woodside Petroleum Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 980228100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49252.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3829.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67190.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5528.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62950.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1101.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74426.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -116.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43580.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 769.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty Formula One, Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20461.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 710.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B19NLV48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69780.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5452.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3201200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20579.34999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 602.30999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77238.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4945.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0118900010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25253.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 344.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95097.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2557.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie de Saint-Gobain |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30020.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1866.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139845.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5620.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53222.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2505.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153952.54999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7243.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118518.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5019.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TJX Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40666.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1146.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76565.39999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5608.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Procter & Gamble Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 742718109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74528.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2751.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006825383 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21459.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -151.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256163106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24141.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -788.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38477.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 337.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alimentation Couche-Tard, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01626P403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32852.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2986.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22527.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -989.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFY8C754 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98949.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3019.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21677.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -555.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Best Buy Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81903.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3054.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033195214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7278.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 74.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143935.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1803.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sealed Air Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151182.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4102.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20979.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 174.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industria de Diseno Textil SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0148396007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55114.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1066.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Dutch Shell plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B03MLX29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63438.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -578.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65823.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2484.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Just Eat Takeaway.com NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012015705 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 340906.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14353.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Scientific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35750.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1771.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6449.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 63.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89459.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1222.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32471.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -390.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109326.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4395.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyler Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902252105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 257158.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9636.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013267909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 215184.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1236.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJVNSS43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32243.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -383.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77319.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1174.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107330.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3422.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cheniere Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16411R208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2378.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164169.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2334.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty SiriusXM |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229607 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43012.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -706.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66946.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4302.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13321L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25932.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 587.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokio Marine Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3910660004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 243071.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6208.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Naturgy Energy Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0116870314 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70022.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 534.29999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barry Callebaut AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0009002962 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108989.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3846.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40056.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 831.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 156782104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230397.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1862.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33219.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -114.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29051.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5376.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119793.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2303.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Domino's Pizza, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25754A201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49921.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4839.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1YW4409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44255.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3610.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61794.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1370.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 298057.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2249.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Internet AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005089031 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29923.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 754.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174382.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4777.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Philip Morris International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 718172109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21419.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -191.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97808.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1511.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 356210.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1116.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McCormick & Co., Inc. (Non-Voting) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 579780206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92923.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3212.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75231.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5008.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedish Match AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015812219 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115429.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2947.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oracle Corp. Japan |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689500001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22410.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -95.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012169213 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128516.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7011.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193944.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5715.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24834.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 580.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90174.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4531.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RingCentral, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76680R206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78844.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7416.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111645.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7001.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54488.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3658.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139297.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1833.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yakult Honsha Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3931600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147737.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4147.14999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158269.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -286.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown & Brown, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93187.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3580.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118901.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7018.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79283.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6334.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APA1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63819.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3951.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27581.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 135.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73954.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3823.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LyondellBasell Industries NV, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009434992 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22051.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27996.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 879.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55321.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -280.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33409.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1709.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110155.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2142.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55354G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23838.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1696.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005158703 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90439.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7280.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 294253.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16995.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90030.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -66.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAH0038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51626.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2099.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swiss Life Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0014852781 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25274.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1123.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Franco-Nevada Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 351858105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61579.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5465.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63586.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6079.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walgreens Boots Alliance, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931427108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29987.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -273.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20827.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -187.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lam Research Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24221.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1192.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Davide Campari-Milano NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015435975 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106704.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6289.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52075.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 303.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Ahold Delhaize NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33385.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1105.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RIO1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103498.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6040.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novartis AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30147.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -120.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89893.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1852.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81181C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87739.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2533.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electronic Arts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 400640.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9768.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53392.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 74.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0140609019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158017.10999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1698.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JPMorgan Chase & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46625H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20338.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -112.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126881561 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22302.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -249.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31599.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 348.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 977.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -76.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122058.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6280.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25775.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1888.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkshire Hathaway, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084670702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178383.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2685.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ajinomoto Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3119600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58596.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -278.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67266.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4384.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53106.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2888.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40417.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2904.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Elanco Animal Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28414H103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235596.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13243.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 692903.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21966.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41942.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 136.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Takeda Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3463000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 252977.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108603.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6850.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41589.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -446.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88342.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3213.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28956.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1664.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49802.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3227.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP Renovaveis SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0127797019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48760.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2267.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0167050915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25593.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -581.55999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974264930 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20488.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -823.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 631103108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29503.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1998.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SGS SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0002497458 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58260.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 806.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113952.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 213.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84086.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3834.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 389704.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4813.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Meiji Holdings Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3918000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235223.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3438.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116346.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5440.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hang Seng Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0011000095 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40218.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1101.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112859.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3949.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143666.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6599.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PerkinElmer, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94395.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14659.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 304807.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7875.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031162100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27535.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -312.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51039.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5971.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ORI1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17748.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1713.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Logitech International SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025751329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186009.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -29168.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123483.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5564.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85792.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2790.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40512.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 488.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3733000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131864.35999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1351.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HCA Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40412C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22834.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3141.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Metal Mining Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3402600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24316.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -716.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3750500005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45065.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -53.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202422.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7356.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37195.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -797.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Manulife Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56501R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 264090.40999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4693.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21187.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 424.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22117.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -942.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clorox Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126261.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 691.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33398.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3792.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kirin Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 497350108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36581.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1547.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70709.11999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -873.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke DSM NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47170.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3103.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34334.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1215.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48933.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1620.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Cellulosa AB SCA, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112724 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114428.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10526.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3190000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20443.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 90.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3404600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159002.04999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2241.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PeptiDream, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3836750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24763.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1953.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Bank AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005140008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148829.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6196.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74049.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2619.69999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260491.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3926.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005439004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35319.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 705.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3205800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72253.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1492.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zimmer Biomet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98956P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111942.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2849.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67425.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -322.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52144.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3134.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135183.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4980.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99353.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4633.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21809.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 146.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164028.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12139.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46121.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2173.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roper Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 776696106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 226507.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7422.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Legal & General Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55431.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 749.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12532H104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48030.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 61.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Express Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3729400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80354.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -877.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124601.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7464.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20972.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1044.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hershey Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141494.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2444.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smurfit Kappa Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B1RR8406 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28883.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1401.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16895.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 970.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Unity Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91332U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98336.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1780.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roche Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88465.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 506.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20819.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -693.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75871.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2238.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BF8Q6K64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107629.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2556.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25716.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1401.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fairfax Financial Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303901102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27380.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -965.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tradeweb Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892672106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42844.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -454.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26634.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1093.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060636678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26790.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 405.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222909.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26269.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kerry Group plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0004906560 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37070.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1104.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142989.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3631.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Microchip Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69270.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1016.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137122.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2636.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57423.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4331.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53238.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 956.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allstate Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 020002101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95586.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -257.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48177.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1046.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ballard Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 058586108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58239.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2022.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38497.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2726.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004035913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180593.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -61816.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95347.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1678.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59825.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2558.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 369604103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151553.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -936.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31098.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 804.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Airbnb, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009066101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2736.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010533075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27471.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 599.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162236.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1733.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products & Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48310.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -609.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145464.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7324.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140748.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9983.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110185.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3382.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152172.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7646.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7FC0762 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 0.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -0.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35237.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1850.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baker Hughes Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 390178.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3426.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051732 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23959.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 249.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sherwin-Williams Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 824348106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 223511.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13777.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49454.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3079.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57593.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 77.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208944.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8100.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147891.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6719.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80683.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1451.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68461.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -568.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010844038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55259.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 171.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Rentals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911363109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21420.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1516.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sony Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219379.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9225.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tractor Supply Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46137.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1336.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113194.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7217.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Anglo American plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1XZS820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30488.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3742.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 515734.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 42815.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48629.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1294.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142626.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22229.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABB Ltd. (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175114.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4902.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Overseas Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1M31001969 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40600.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 956.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89547.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3861.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42809H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181621.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14636.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87612E106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73877.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3529.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hewlett Packard Enterprise Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42824C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42557.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 587.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Algonquin Power & Utilities Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 015857105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99814.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6003.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000235190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29765.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1702.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124041.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2136.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Natwest Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7T77214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63847.19999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1787.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swire Pacific Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0019000162 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34165.08999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2352.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17801.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -247.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Applied Materials, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230184.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12173.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35062.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2718.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuehne + Nagel International AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025238863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58695.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1367.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Utilities Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47169.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2204.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Auto Trader Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVYVFW23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34374.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 148.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Loblaw Cos. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 539481101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25233.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1741.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35983.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 800.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95562.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1901.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AGL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22564.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2893.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92555.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6081.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260044.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3147.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93172.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -779.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Devon Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25179M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35297.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2622.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399310006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34058.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1791.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansai Electric Power Co., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3228600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118854.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1750.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31830.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1741.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20773.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -241.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Occidental Petroleum Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 674599105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87591.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11947.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17444.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 218.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shiseido Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220557.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18199.84999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009895292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76529.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2980.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47906.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1306.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3845770001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25191.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -218.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 263407.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18446.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108272.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1351.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1DAHH0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85996.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3552.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28809.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1453.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 318896.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8043.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003054108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193850.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1418.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Boerse AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005810055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83598.92999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2572.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zillow Group, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49304.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3484.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CVS Health Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126650100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135729.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3526.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 146869102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48946.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2182.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electrolux AB, Series B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000103814 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87246.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5260.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172424.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5999.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius SE & Co. KGaA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46042.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -588.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119531.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10138.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 683715106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22593.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 300.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97053.75999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1930.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158178.07999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11264.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 237789.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4569.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LVMH Moet Hennessy Louis Vuitton SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201768.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10661.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57060D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86956.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2955.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26951.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 400.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05534B760 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33590.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -155.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Z Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3933800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167173.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3072.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Akamai Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00971T101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83584.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1533.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Insurance Australia Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000IAG3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 279126.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6968.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daifuku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3497400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188179.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -527.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Imperial Oil Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 453038408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21917.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 882.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Welcia Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3274280001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20423.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2339.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22730.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coupa Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22266L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88970.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22041.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B8KQN827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83924.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3971.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cellnex Telecom SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105066007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170280.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1780.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60663.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 318.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060227585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 248138.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2203.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 426281101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63368.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2733.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3944130008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20889.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 395.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0002424939 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66308.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1043.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122805.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7749.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92719V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Norfolk Southern Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655844108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44346.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 696.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Snowflake, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833445109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30557.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1773.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176648.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2589.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114966.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12311.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiichi Sankyo Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3475350009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35647.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1620.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verisk Analytics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92345Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119662.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5499.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52585.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -992.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regions Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154770.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2251.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MinebeaMitsumi, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3906000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143104.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3321.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG169621056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55583.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1066.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260300.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13727.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 210562.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13974.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clariant AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012142631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75329.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1893.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66498.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19170.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles Schwab Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 808513105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118844.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54237.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3350.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 160725.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3980.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Freeport-McMoRan, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80657.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7218.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Realty & Development Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3409000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91261.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7642.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003506190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97421.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -201.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Handelsbanken AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21479.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MonotaRO Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3922950005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181721.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2682.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98419M100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41656.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2204.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU2290522684 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26588.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1475.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00287Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39658.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Twilio, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142337.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4290.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97982.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1899.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42690.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2647.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010908533 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23296.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -169.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oji Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3174410005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55348.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -204.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delivery Hero SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2E4K43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 275365.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9022.87999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000937503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89996.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7317.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investment AB Latour, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0010100958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78906.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11240.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trane Technologies plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152911.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12293.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marathon Petroleum Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56585A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60245.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2432.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essential Utilities, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 203405.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6667.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15186.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1701.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39750.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 677.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56121.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2468.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002162385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197209.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5749.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61972.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8022.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Check Point Software Technologies Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0010824113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65456.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4532.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UBS Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0244767585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154411.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14809.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Black Knight, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09215C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24511.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -988.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29971.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -128.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90184L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30969.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1296.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortune Brands Home & Security, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34964C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48637.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 598.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Transurban Group |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TCL6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 292595.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3412.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147672.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1694.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29910.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2192.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44905.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 158.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189813.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5170.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010307819 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36175.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1694.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mazda Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3868400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79905.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1483.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 266011.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -922.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43591.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1145.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23403.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 128.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22405.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1150.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231874.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8567.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29364G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20584.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -130.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Groupe Bruxelles Lambert SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003797140 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21990.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 940.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 521865204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73141.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2783.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Capital One Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14040H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101224.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5784.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36251.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6762.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MTU Aero Engines AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0D9PT0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21261.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -460.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlsberg A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010181759 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 228764.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1043.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197139.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6317.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20857.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -289.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21728.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1063.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72641.39999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6262.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Estee Lauder Cos., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 518439104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72107.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4376.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775711104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182910.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15843.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Republic Bank |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33616C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30618.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1345.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maxim Integrated Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57772K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136676.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2079.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Water Works Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68724.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3446.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3951600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16054.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130658.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3161.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23798.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60711.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1793.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207576.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3284.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25135.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1390.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 406343.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18356.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3242800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23028.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -557.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Motors Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33251.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -456.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assa Abloy AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100581 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54497.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2662.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60848.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1127.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64704.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2242.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103657.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4923.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reckitt Benckiser Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150474.82999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26092.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71033.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -558.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WES1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 247976.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9461.21999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Automatic Data Processing, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23897.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -885.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010613471 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20154.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Otsuka Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188220002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186820.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2569.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81043.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5605.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hargreaves Lansdown plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156519.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -970.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000184798 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168131.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 252.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56319.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1749.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atmos Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67238.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -634.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shionogi & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3347200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78997.03999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24746.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -475.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Australia Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NAB4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46797.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 411.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hexagon AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015961909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233720.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -20988.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 472319.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36291.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3122400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70624.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1957.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3357200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4033.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 116.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 283916.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12577.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson and Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122504.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2275.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47876.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1801.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879382109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51618.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1777.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95976.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7235.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evolution Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000EVN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20638.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2097.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 615369105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27824.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 118.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23281.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8.69999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58093.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6924.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124557.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3326.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Leidos Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 525327102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106420.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2690.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65473P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24348.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 176.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123435.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4567.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100572.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5315.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119838.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5083.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123410.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10060.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 195106.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14393.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03662Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42741.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1881.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45337C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130025.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6858.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145343.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19225.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Gamesa Renewable Energy SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0143416115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125778.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21663.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67407.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6290.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASM International NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131316.79999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8861.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145841.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17359.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20976.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar General Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256677105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87472.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4880.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dai-ichi Life Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3476480003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58896.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2840.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166276.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3501.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Quest Diagnostics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74834L100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32614.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1823.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85046.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1037.11999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20705.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1404.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22619.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 278.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29580.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2828.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44912.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4238.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HeidelbergCement AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006047004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70096.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1500.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69027.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9357.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 569422.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 53411.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trend Micro, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3637300009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31237.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -488.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20039.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115449.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6059.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alnylam Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02043Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56008.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2015.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 77543R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106649.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1999.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22913.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 255.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| British American Tobacco plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002875804 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42622.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1303.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65268.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4506.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128900.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7364.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68272K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22181.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1448.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryohin Keikaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3976300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26372.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1831.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thermo Fisher Scientific, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 883556102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135002.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5350.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissin Foods Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3675600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241945.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1394.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Pacific Railway Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13645T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71284.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1059.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46660.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18518.50999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 416.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25745.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -39.15999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22665.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1153.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003739530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59486.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1006.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 281568.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -42945.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Fraser Timber Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 952845105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71586.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3538.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiwa House Industry Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3505000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21462.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91645.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 805.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33550.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 290.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76824.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -952.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79097.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3810.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446150104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131366.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3638.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3236200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 445602.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28705.59999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56426.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 849.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010208488 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107882.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2741.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26648.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2639.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3574200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18763.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1017.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| W R Berkley Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084423102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143852.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1769.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JFE Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386030005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29183.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1674.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75075.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9156.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23918K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71548.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -279.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109698.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4064.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27084.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 837.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Beer Co., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 100557107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21300.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7641.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayer AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BAY0017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21686.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 161.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamada Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3939000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22677.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 795.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60935.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1948.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87674.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2819.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20877.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -825.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Global Payments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37940X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17406.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -476.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22099.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 226.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Phoenix Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGXQNP29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17500.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39229.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5528.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkeley Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02L3W35 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109811.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3768.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122657.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8064.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Horizon Therapeutics plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BQPVQZ61 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32806.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2364.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105385.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3719.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47972.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 410.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33952.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2751.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-08 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -213469.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 358305.01000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23260 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 12091.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005598250809 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 987903.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 109667000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 12091.24000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 987903.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 109667000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 12091.24000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087ZH0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087ZH04 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087ZH0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 461168.82000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 490069.12000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.226902273711 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2044-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810SV1 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810SV17 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810SV1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 63072.17000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 72377.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.033510952186 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2051-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0014001N38 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWFEE1U9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 21403.83000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 30246.24000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.014004025855 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2031-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SOP |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPW2M22 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 24987000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 192591.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.089169809009 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swaption |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swaption
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Barclays Bank plc |
| LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Swaption |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 1.43000000 |
| vi. Exercise Price Currency Code
|
United States Dollar
|
| vii. Expiration date.
| 2021-10-15 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -61026.90000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22479 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 8696.66000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.004026558391 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 748000.00000000 |
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 835377.20000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8696.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 748000.00000000 |
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 835377.20000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8696.66000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BYMWG366 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSU17NB8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 35136.50000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 90856.56000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.042066637550 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2046-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B3LZBF68 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS9CRCT2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 52988.60000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 130297.88000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.060327990532 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2040-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22470 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 42858.89000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.019843689783 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8669000.00000000 |
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1050251.41000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 42858.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 8669000.00000000 |
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1050251.41000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 42858.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPRWM55 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 4441103600.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -79116.37000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.03663092308 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 4441103600.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 4441103600.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -79116.37000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810PV4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810PV44 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810PV4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 113076.48000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 139628.84000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.064648230175 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013238268 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRT8KQ705 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 77925.94000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 104322.95000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.048301583571 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810SM1 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810SM18 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810SM1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 89000.10000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 104832.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.048537449942 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2050-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22483 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 17548.52000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.008124974469 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2213000.00000000 |
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 268064.97000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 17548.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2213000.00000000 |
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 268064.97000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 17548.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BGDYHF49 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTJV7JC2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 25874.56000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 61177.56000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.028325244129 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2041-08-10 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWQL5P14 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 131707528.80000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Taiwan New Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -42379.00000000 |
| Exchange rate.
| 27.96500000 |
| Percentage value compared to net assets of the Fund.
| -0.01962150044 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| TAIEX Index Futures |
| Index identifier, if any.
| TAIEX Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 131707528.80000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 131707528.80000000 |
| ISO Currency Code.
| TWD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -42379.00000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNQHA57 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 3335829400.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -40625.43000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.01880959656 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 3335829400.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 3335829400.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40625.43000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0031790826 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0A07E1X7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 33042.04540000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 82084.38000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.038005113356 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2035-01-26 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| WTI Crude Oil |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CLU120210 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CLU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -34.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -28634.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.01325764118 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| WTI Crude Oil |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
| iii. Expiration date.
| 2021-08-20 |
| iv. Aggregate notional amount or contract value on trade date.
| -2514300.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -28634.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BZ1NTB69 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTJ7SPN2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 42169.79000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 73527.50000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.034043273182 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2028-08-10 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| FTSE China A50 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SGXDB0573913 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XUQ120212 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XUQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1230.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -671813.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.31105002220 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SINGAPORE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Singapore Exchange Derivatives Clearing |
| LEI (if any) of counterparty. | 549300ZLWT3FK3F0FW61 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| FTSE China A50 Index |
| Index identifier, if any.
| XIN9I Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-30 |
| iv. Aggregate notional amount or contract value on trade date.
| 18418020.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -671813.50000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384039 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3110.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00144008451 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 435499.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 602233.28000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3110.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 435499.00000000 |
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 602233.28000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3110.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22534 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2968.35000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001374347692 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank |
| LEI (if any) of counterparty. | 7LTWFZYICNSX8D621K86 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 98862396.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 88649.92000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2968.35000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 98862396.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 88649.92000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2968.35000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BZ13DV40 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRTDJQ0Q6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 23073.68000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 63247.13000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.029283456184 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2048-08-10 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SPI 200 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XPU120218 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | XPU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -32.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -29622.99000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| -0.01371546076 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ASX Clear (Futures) |
| LEI (if any) of counterparty. | 549300ZD7BBOVZFVHK49 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| SPI 200 Index |
| Index identifier, if any.
| XC0006013624 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-16 |
| iv. Aggregate notional amount or contract value on trade date.
| -5840000.00000000 |
| ISO Currency Code.
|
Australia Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29622.99000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22526 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -18357.64000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00849959747 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2583815.32000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 51374000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18357.64000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2583815.32000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 51374000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18357.64000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPGGLA2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 359807.91000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3523.86000000 |
| Exchange rate.
| 0.90585000 |
| Percentage value compared to net assets of the Fund.
| 0.001631549129 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank plc |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Swiss Market Index Futures |
| Index identifier, if any.
| Swiss Market Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 359807.91000000 |
| ii. Termination or maturity date.
| 2021-09-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 359807.91000000 |
| ISO Currency Code.
| CHF |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3523.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22532 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4169.00000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00193024930 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 587295.96000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42920000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4169.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 587295.96000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42920000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4169.00000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23439 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -20422.91000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00945581862 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 17232000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2635233.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -20422.91000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 17232000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2635233.49000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -20422.91000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828V49 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828V491 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828V49 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 261886.35000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 295669.01000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.136894915221 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPRKKV6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 7211432.48000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 72583.40000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.033606154359 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 7211432.48000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 7211432.48000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 72583.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810RA8 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810RA88 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810RA8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 190851.81000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 235403.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.108992080387 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2043-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 91282CAQ4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US91282CAQ42 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 91282CAQ4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 263519.92000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 290451.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.134479339474 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-10-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23256 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 77464.09000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.035865916530 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11655418.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8440000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 77464.09000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11655418.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8440000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 77464.09000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Federal Republic of Germany |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900AQBND3S6YJLY83 |
| c. Title of the issue or description of the investment.
| Federal Republic of Germany |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0001030567 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSS0PUR1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 110838.97620000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 145180.08000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.067218457366 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| DAX Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE000C52VHW7 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GXU120210 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GXU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -7.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7043.70000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| -0.00326123699 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Eurex Clearing |
| LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| DAX Index |
| Index identifier, if any.
| DE0008469008 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-17 |
| iv. Aggregate notional amount or contract value on trade date.
| -2721075.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7043.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23257 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 881.34000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000408060907 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 550531.07000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3578000.00000000 |
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 881.34000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 550531.07000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3578000.00000000 |
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 881.34000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP61PV6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 3694057.05000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 29824.23000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.013808634991 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 3694057.05000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 3694057.05000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 29824.23000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-GSC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3DNZ6 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -46433.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 48508.63999999 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.022459527159 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 683715106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15218.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 266.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34507.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -341.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40768.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1655.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Just Eat Takeaway.com NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012015705 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56566.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4803.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| George Weston Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 961148509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59836.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3270.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smurfit Kappa Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B1RR8406 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66173.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2229.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Itochu Techno-Solutions Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143900003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21472.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 570.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HeidelbergCement AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006047004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50955.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 583.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47307.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2083.46999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53358.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -651.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83637.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4063.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24388.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1402.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 287083.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16717.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henry Schein, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806407102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22922.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1375.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26581.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 814.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sherwin-Williams Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 824348106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 232824.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9528.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bristol-Myers Squibb Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24297.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -157.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75965.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2146.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Discovery, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26689.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -506.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68467.28999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1284.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23731.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -467.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Compass Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD6K4575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25630.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1296.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64928.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1578.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20753.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -417.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003492391 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24151.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1193.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Truist Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89832Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37230.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -978.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222183.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6191.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PNC Financial Services Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693475105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32286.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1254.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RIO1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58609.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2963.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19381.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2601.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106399.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -751.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APA1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28924.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 424.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keppel Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1U68934629 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40427.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1753.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Croda International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BJFFLV09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37810.76999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3043.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74372.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6782.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Freeport-McMoRan, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66751.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6499.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 261702.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3534.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56121.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3327.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investment AB Latour, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0010100958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 631095.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -53917.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 246364.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4017.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46377.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 250.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23131.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 199.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28414.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 991.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3720800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75101.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1230.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Agricole SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000045072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83214.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1354.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Vopak NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009432491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30613.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2013.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SEK6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120316.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11355.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54870.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 760.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128748.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6982.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BioMarin Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09061G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72740.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2692.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MonotaRO Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3922950005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18402.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 522.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thermo Fisher Scientific, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 883556102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 335346.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15854.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50449.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3492.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SJM Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0880043028 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51409.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7778.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51510.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1920.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24243.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1295.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 229506.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2841.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35770.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -439.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111167.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10737.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fisher & Paykel Healthcare Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZFAPE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75192.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2451.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97527.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 841.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20414.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 657.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109772.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5334.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3951600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24082.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 258.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42809H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71165.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1806.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121353.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4038.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke KPN NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86720.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2281.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oji Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3174410005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31133.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 520.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52022.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3120.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93164.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4194.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui House Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3420600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69319.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4623.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| S&P Global, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78409V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89602.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3594.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 001055102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122210.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3133.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES06445809M0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5743.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5715.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3596200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41480.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -22.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163557.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 863.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173215.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2972.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles River Laboratories International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 159864107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 317804.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19345.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0432492467 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122011.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5250.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30810.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 706.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49825.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -818.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DuPont de Nemours, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66419.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3982.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59162N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46414.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2267.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 487836108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85219.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 849.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McCormick & Co., Inc. (Non-Voting) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 579780206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72807.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2508.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113505.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 771.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Black Knight, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09215C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142764.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7189.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21956.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG475671050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90551.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2728.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30490.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1785.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72000.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1028.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryohin Keikaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3976300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71001.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2903.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99565.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 258.20999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99624.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3157.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51547.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -415.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19849.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1628.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 303944.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16921.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77743.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1396.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95884.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13780.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sealed Air Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28488.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -180.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedish Match AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015812219 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41640.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 338.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73182.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1942.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BorgWarner, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099724106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35167.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1184.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000937503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27175.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1331.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3102000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20241.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1592.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ambu A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060946788 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43545.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -395.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190305.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5802.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 277049.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2955.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96378.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1546.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007908733 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12671.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -591.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 371309.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16087.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TE Connectivity Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102993182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 296119.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21264.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65367.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4279.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80966.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -205.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49074.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -123.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chiba Bank Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3511800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27305.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1224.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82036.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 564.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96186.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6160.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22620.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -157.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172224.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4517.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 414957.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23782.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24118.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -298.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65473P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58110.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1853.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG319891092 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21791.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1051.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15987.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -703.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274233.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6158.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UBS Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0244767585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83845.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6038.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Cellulosa AB SCA, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112724 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61045.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2918.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52468.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3665.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burberry Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59059.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -200.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Automatic Data Processing, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45699.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -566.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155890.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 150870103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21652.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwest Airlines Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58956.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1470.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129312.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2893.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 236761.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -34.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010533075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63097.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -59.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108286.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5852.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 259557.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3461.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lightspeed POS, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 53227R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164749.04999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11034.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobe Bussan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3291200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141415.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 825.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WES1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 183998.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8485.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87262K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23720.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1039.10999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kingspan Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0004927939 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25554.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1606.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3419400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 312323.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4168.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57060D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69849.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3013.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American International Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 026874784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33571.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -510.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65846.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1132.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Grid plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDR05C01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24549.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -633.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Fraser Timber Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 952845105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17573.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 113.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WiseTech Global Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WTC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59337.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -880.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28810.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 363.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PeptiDream, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3836750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111433.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6095.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PayPal Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70450Y103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265886.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20245.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 493271100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59164.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -616.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68389X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 326339.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3370.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61831.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1643.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166998.39999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6125.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Colgate-Palmolive Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 194162103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25678.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1333.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165124.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2239.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Venture Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG0531000230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54704.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -162.41999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46017.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -98.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24977.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 233.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APT1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58998.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4716.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3200450009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61233.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 384.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982100004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30156.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 943.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69556.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3889.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westinghouse Air Brake Technologies Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929740108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158537.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4688.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176122.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2191.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47517.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1419.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142383.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4947.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HCA Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40412C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153635.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17276.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23420.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 155.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122334.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6081.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51886.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2291.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Imperial Brands plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004544929 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18605.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -483.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133731.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2736.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55651.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -538.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76705.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -338.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Asset Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2177B1014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 500071.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12100.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81958.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3068.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131841.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2399.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Givaudan SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010645932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 663835.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21401.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47245.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1140.60999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 259945.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1929.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88039.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7820.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sony Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94019.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 448.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78814.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1378.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24240.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -301.39999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55592.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2540.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansas City Southern |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 485170302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7766.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 44.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006602006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184455.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9913.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22804.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -544.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Trust Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3892100003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42673.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 530.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49192.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -350.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Microchip Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74279.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2942.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91814.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1425.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FactSet Research Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303075105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44302.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2286.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682680103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20995.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1010.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank Hapoalim BM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0006625771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44453.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -805.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56063.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1918.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Australia Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NAB4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33105.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35697.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -102.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30525.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3913.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NextEra Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141154.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1956.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Check Point Software Technologies Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0010824113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79691.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2357.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barrick Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 067901108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86665.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1099.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108068.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -919.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GlaxoSmithKline plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009252882 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26259.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -250.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikari Tsushin, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783420007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103878.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9937.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84479.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2853.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP Renovaveis SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0127797019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24638.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 144.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66322.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 898.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010844038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22746.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1873.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REA9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33712.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -132.19999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nintendo Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51410.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6272.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magellan Financial Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MFG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18580.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1623.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daiwa Securities Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3502200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172999.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2067.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99149.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2325.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68850.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 882.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 124765108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53125.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3113.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44206.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FirstEnergy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337932107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 185200.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4349.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11777Q209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128779.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2855.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Natural Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136385101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118335.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3801.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135744.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11454.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coupa Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22266L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231973.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9717.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 376086.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9353.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775711104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41013.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2996.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkshire Hathaway, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084670702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127178.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -653.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 203896.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7299.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102932.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1694.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94120.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5585.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CLP Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0002007356 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36090.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 733.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Corp. of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 739239101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43375.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 789.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3880800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26495.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 199.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 345370860 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23603.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 101.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IM00B5VQMV65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56509.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -475.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jardine Matheson Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG507361001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23798.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1445.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214527.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28823.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052800109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30667.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1793.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atlas Copco AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0011166610 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172631.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10201.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155834.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12219.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kroger Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110093.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5031.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174100.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26348.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sohgo Security Services Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3431900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23380.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 269.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131831.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12866.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brother Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 114813108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 227930.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4911.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27986.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 817.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Prudential Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744320102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61170.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Galaxy Entertainment Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0027032686 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81324.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9854.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CMS Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125896100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71367.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -323.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43639.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1172.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28073.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2116.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 252723.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3435.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54637.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1454.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lendlease Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LLC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16605.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -750.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wilmar International Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1T56930848 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48999.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2373.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3116000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26996.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 795.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telstra Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TLS2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50817.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 209.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T-Mobile US, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 599411.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17979.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 384121.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10189.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118301.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3837.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27217.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 358.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000681 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39022.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2272.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eastman Chemical Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 277432100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30321.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -45.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121485 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59211.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1282.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJVNSS43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214769.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2894.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Budweiser Brewing Co. APAC Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG1674K1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32652.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4005.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113446.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6592.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85897.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2563.17999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Legal & General Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27563.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -231.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 04621X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101629.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1133.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21328.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 394.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27582.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1415.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PerkinElmer, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224325.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -35772.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007980591 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37571.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -930.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48251W104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23973.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1857.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magna International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 559222401 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46112.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2389.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3574200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101860.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4145.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coles Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000030678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21376.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 654.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124102.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8607.45999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider Electric SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 367134.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13311.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47633.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2761.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Global plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8W67662 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89356.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4659.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Orion OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014377 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21580.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -386.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005987 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109764.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -551.80999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novartis AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 229069.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -137.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 86771W105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110018.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12171.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Inter Pipeline Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45833V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20274.66999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 928.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lam Research Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42706.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1786.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42977.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -201.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0198251305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21373.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 779.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16904.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3194.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031162100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194681.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4102.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016101844 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28030.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4118.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60675.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABB Ltd. (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 471310.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5853.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Volvo AB, Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928856301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36009.37999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1622.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Groupe Bruxelles Lambert SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003797140 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66900.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1412.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BHP4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27573.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1035.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72788.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6469.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3400400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36161.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1140.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61893.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 495.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 309187.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28855.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mosaic Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35602.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 798.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 263568.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2928.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82200.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3647.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25165.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -110.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electric Power Co. Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3585800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42643.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3424.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie de Saint-Gobain |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25803.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 825.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cardinal Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14149Y108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106884.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4698.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96070.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7355.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05534B760 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122234.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sage Group plc (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8C3BL03 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48122.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 536.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Geberit AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0030170408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114129.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3303.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108065.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4263.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yara International ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010208051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21925.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1340.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38243.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 597.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44809.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3216.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Ahold Delhaize NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 195741.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6551.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Express Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3729400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80354.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1774.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lumen Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550241103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72001.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4330.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98936J101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61871.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2540.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citrix Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 177376100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32542.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4599.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hino Motors Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3792600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100816.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2794.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49048.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1028.36999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roche Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 273509.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4040.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194780.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4913.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3921290007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73277.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1376.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Synchrony Financial |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87165B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2727.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -40.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70567.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1149.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19371.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -670.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barry Callebaut AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0009002962 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301621.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9352.62999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69882.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1074.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ivanhoe Mines Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24768.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -561.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115150.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7489.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115020.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5585.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61506.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2125.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27544.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -137.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501797104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139722.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10225.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Airbnb, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009066101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112759.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5097.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Suisse Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69502.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -288.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Williams Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 969457100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29884.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 608.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honeywell International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 438516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60317.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -252.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 718546104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49932.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2543.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Takeda Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3463000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 356165.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10281.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94062.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4737.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106595.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7843.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85695.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2660.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Tsusho Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3635000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47214.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 73.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius SE & Co. KGaA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23757.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 258.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BBG9VN75 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39557.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -734.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39181.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2495.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117423.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1771.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004125920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24011.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 646.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Facebook, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30303M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 417583.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13876.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20819.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -646.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23960.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1027.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19167.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 460.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suntory Beverage & Food Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336560002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56099.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4800.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110878.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4313.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139534.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19335.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05338G106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 362257.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44813.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145725.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 604.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45292.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1380.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JPMorgan Chase & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46625H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101389.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2458.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27068.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Capital One Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14040H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62254.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 519.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FleetCor Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339041105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82372.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -449.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fast Retailing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67820.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4730.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17013.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1681.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banque Cantonale Vaudoise (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0531751755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129980.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AusNet Services Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AST5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43728.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -53.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 240034.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4542.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tradeweb Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892672106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79878.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -976.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26323.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 719.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Odakyu Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3196000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88304.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4790.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyson Foods, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902494103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48021.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -208.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shiseido Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147038.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8721.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Elanco Animal Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28414H103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58534.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3595.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162202.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8528.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Generac Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 368736104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62484.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2011.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reinsurance Group of America, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759351604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38232.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1228.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117993.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 784.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101873.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3681.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aon plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLP1HW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284992.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31531.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90909.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2967.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3242800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18422.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 57.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 816851109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36712.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -536.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46736.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -156.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intuitive Surgical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46120E602 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104103.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2273.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JFE Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386030005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59582.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2211.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161945.54999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2752.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214975.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7904.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50922.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -771.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SGS SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0002497458 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48550.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 102.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46567.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3648.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89898.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168362.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14203.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 454597.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9515.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atmos Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98195.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2221.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Persol Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3547670004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24210.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -734.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87612E106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54820.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1705.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| London Stock Exchange Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0SWJX34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198219.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1728.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fairfax Financial Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303901102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27380.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -683.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schindler Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024638196 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42085.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1200.86999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24607.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 167.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Quebecor, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 748193208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31394.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -258.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37705.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3698.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012280076 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 215066.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8654.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85475.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2185.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 369604103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155555.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2282.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164649.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6451.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 341060.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3997.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vertex Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92532F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32857.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 242.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SS&C Technologies Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132714.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7466.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128633.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4416.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newcrest Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NCM7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82683.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2117.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35549.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -407.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hongkong Land Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4587L1090 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24045.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -546.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44511.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -706.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson and Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189510.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6765.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103596.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -766.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokio Marine Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3910660004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38128.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39578.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -641.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dentsu Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551520004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41704.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2058.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173385.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8502.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henkel AG & Co. KGaA (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006048432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21290.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -235.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Estee Lauder Cos., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 518439104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52411.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1078.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 831865209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78136.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -488.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63235.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 838.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20128.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 613.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26700.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -668.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daifuku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3497400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44804.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 192.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 670346105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84048.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6948.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 210574.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3602.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1CRLC47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28222.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 616.17999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51247.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1878.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Estate Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3899600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83140.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2596.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21585.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2753.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mohawk Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 608190104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41318.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 871.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 058498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38337.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1924.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84089.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9216.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011334468 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 209494.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12036.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008911877 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21944.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121331.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5906.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Brands, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21036P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54738.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -151.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 219350105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50399.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1553.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56014.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2328.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobayashi Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3301100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23929.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1341.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kurita Water Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3270000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43711.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1991.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22298.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2255.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cenovus Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31431.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 779.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EPAM Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29414B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197609.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7571.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harmonic Drive Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3765150002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16595.09999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 769.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Home Depot, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 437076102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 325564.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5436.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2B0DG97 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23397.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 873.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46625.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1243.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Muenchener Rueckversicherungs-Gesellschaft AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008430026 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19967.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 144.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 426281101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54141.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1072.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224779.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10781.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RingCentral, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76680R206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98088.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 719.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 325675.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6597.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ritchie Bros Auctioneers, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 767744105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14208.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 86.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Idemitsu Kosan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3142500002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35309.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1102.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46384.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1124.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003054108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77611.42999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Exchange Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3183200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38666.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 412.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Husqvarna AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001662230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46402.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2455.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18845.66999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 139.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59447.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1755.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Utilities Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136717832 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176714.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7432.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fair Isaac Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303250104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108973.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 952.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26363.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -167.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Aviation SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121725 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23813.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1273.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tractor Supply Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33652.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1495.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29647.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 121.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koei Tecmo Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283460008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91617.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3171.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3626800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62767.19999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 993.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Match Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57667L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16404.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 366.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24856.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -173.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41480.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1592.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010208488 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17442.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -333.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101577.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5189.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47496.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3420.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35047.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1866.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1YW4409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120857.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10553.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intertek Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84470.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6262.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216762.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17779.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3973400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64468.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 405.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Rad Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090572207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 271400.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26695.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 267474.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2636.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3750500005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18026.34999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -57.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3538800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45640.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4138.10999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21882.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -400.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166977.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8796.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164003.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6873.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Star Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NST8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62478.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4289.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48317.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3414.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143471.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -141.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63501.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 941.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1ML7J1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130228.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3878.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22182.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 430.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29547.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 180.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newell Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651229106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92812.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8625.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0364749348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 283759.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11668.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG169621056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91059.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2263.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pola Orbis Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3855900001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9561.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1079.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFRT3W74 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174165.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -918.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28319.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -249.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129729.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2119.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48185.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3150.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060252690 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4786.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -287.08999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68192.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -136.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153587.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2147.21999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Partners Group Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024608827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49542.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3590.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61570.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1128.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67751.28999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3091.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyler Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902252105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131042.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4559.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25961.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1250.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57833.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -996.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139896.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 342.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43195.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2744.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SolarEdge Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83417M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97305.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6851.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3898400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137439.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -197.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385980002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134079.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3703.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64097.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -800.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202077.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -280.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Global Payments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37940X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118947.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1076.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13321L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44323.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -590.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50248.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3535.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Airlines Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1V61937297 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91850.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3414.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81181C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81296.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4992.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Devon Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25179M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82584.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2588.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rogers Communications, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775109200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41599.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1896.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASM International NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46493.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3588.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SBI Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436120004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112508.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 121.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45968.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -295.39999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 228016.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1908.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130503.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -212.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Chemical Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3897700005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21816.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -367.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cosmos Pharmaceutical Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3298400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67901.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2676.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Motors Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28135.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 54.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Laboratory Corp. of America Holdings |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50540R409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25172.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1632.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3308.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 74.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103231.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4653.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Logitech International SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025751329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50869.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5555.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151870.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 469.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19782.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 117.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006969603 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27845.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -467.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reckitt Benckiser Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82390.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7767.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Exchange Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1J26887955 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42874.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2109.94999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Remy Cointreau SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130395 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23065.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -593.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delivery Hero SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2E4K43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51425.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1463.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Computershare Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CPU5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37712.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1615.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43334.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1787.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industria de Diseno Textil SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0148396007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45854.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1420.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74736K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116218.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -833.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32324.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -219.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| XPO Logistics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983793100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56724.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -948.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MGM Resorts International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32988.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1467.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55354G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75090.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4549.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYSS4X48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16633.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3075.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37577.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -907.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51134.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1989.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Overseas Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1M31001969 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46400.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 329.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52833.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30475.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -167.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arrow Electronics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 042735100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94618.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5562.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Manulife Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56501R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41198.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49300.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3987.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20576.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 436.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168958.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10286.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3421800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22707.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -232.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173982.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8682.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 567111.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -722.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Australia & New Zealand Banking Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ANZ3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60526.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -546.17999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165700000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46468.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1718.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberAgent, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3311400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46795.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4016.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59790.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 52.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55823.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -459.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Sanso Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84116.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1283.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veolia Environnement SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000124141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46178.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3263.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZXROE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85595.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4193.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trane Technologies plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125220.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7023.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fidelity National Information Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31620M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190485.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -587.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ramsay Health Care Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RHC8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21944.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 269298.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -29504.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47152.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -94.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monolithic Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609839105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225079.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 34944.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112614.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 703.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3732000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30040.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 799.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 443054.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22404.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20190.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -140.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 357325.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18466.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 294429105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73228.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2781.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120578 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110803.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -746.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 495648.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5368.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyo Suisan Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892306101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83990.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1841.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Epiroc AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015658109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21757.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 036752103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28416.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 896.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125685.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -195.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Domino's Pizza, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25754A201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155019.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11991.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136027.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6164.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62739.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1917.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Parcel Service, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92044.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10341.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50886.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -184.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101892.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1166.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Visa, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92826C839 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 523332.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4587.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| VMware, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928563402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85479.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1551.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 233331107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103476.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1349.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electronic Arts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 361483.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3264.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJ1F3079 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85208.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 73.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30961.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -673.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Palo Alto Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697435105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42698.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1199.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 267804.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10288.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139389.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6397.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Energy AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000825820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110637.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5713.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161679.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5231.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51830.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 457.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28051.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1085.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68272K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43372.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2226.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 235851102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 855581.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -47569.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41980.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -379.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22396.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2069.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sands China Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG7800X1079 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66758.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11294.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Chemical Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3670800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29408.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 469.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52126.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 837.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102728.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 656.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Transurban Group |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TCL6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31168.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 518.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products & Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119613.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1204.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88356.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4666.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| salesforce.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 79466L302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 354669.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7722.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3104890003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51872.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1014.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hitachi Construction Machinery Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3787000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64987.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3265.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29779.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1315.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180986.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6462.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23820.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 865.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 160704.60999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1102.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cloudflare, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 18915M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48994.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6591.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baloise Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012410517 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30115.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -292.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 311900104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73227.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1657.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78954.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9755.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Public Service Enterprise Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27318.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -456.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Best Buy Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2808.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AmerisourceBergen Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03073E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67071.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4946.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melrose Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ1G4322 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21027.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1421.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electron Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3571400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41242.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -916.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Quantum Minerals Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 335934105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27585.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 518.79999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65817.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3578.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Admiral Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02J6398 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53710.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2381.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1DAHH0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21673.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -371.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61626.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -294.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Isuzu Motors Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3137200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22677.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 204.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Advance Auto Parts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00751Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30960.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 410.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Activision Blizzard, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00507V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95410.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8055.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86100.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3125.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74246.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8867.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU2290522684 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21725.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1579.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59281.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2537.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27603.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 609.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Empire Co. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291843407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68764.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2222.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103655.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2345.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Motorola Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 620076307 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75684.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 436.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84940.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1789.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zoom Video Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50665.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2852.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90773.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2180.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intact Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45823T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27252.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116348.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -773.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59664.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 437.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 156782104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 213274.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2361.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pembina Pipeline Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 706327103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20626.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -990.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 268150109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93186.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8243.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westpac Banking Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WBC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78334.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1656.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22052L104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100404.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 844.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skyworks Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83088M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159970.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5175.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank Leumi Le-Israel BM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0006046119 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44020.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -401.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| 10X Genomics, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88025U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67978.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4889.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortune Brands Home & Security, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34964C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46883.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 476.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119820.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4525.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paycom Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70432V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18800.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1413.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49728.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2332.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3153.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 200.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80654.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1080.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3388200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54729.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1196.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 461725.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9025.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maxim Integrated Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57772K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 408032.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4574.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 408308.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7986.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166636.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2531.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66486.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1561.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 352835.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10977.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Techne Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09073M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118631.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8051.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43939.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2998.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chubu Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3526600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25201.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -316.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 185984.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11062.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3148800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31785.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -225.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verisk Analytics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92345Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144924.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3952.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70951.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 501.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68167.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1049.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118482.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3087.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21549.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -838.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132996.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3245.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121371.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1282.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MS&AD Insurance Group Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890310000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34002.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93558.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3410.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 160667.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2667.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90184L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60403.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1454.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Century Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3424950008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71542.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23204.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 966.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CSL8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44919.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2316.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 458135.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6239.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19323.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 141.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TJX Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26354.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 283.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bausch Health Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071734107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 370558.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6815.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003242622 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112244.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2597.71999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65755.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4288.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lamb Weston Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82794.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14731.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Telecommunications Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1T75931496 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51623.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New World Development Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000608585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132741.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2732.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 381132.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8675.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baker Hughes Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166479.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2944.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ashtead Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21550.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -889.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52012.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6299.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fuji Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3820000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39387.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2622.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43943.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -933.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1KJJ408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46576.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2525.71999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Water Works Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90838.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2136.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lincoln National Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 534187109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19964.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21829.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 603.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45904.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -412.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Snap, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83304A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62736.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11734.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 286518.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12982.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220251.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2030.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NXP Semiconductors NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009538784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 195657.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11765.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135412.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6076.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56682.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 174.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kakaku.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3206000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35475.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2264.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89837.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3135.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52228.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -814.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26070.79999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 610.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty SiriusXM |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33616.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -536.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007099541 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44994.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26142R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66154.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5005.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54404.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -688.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174519.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2727.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 209070.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2011.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Casio Computer Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3209000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29338.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 854.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23422.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -725.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135234.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5793.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hong Kong Exchanges & Clearing Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0388045442 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31954.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 533.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Ingalls Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43282.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -791.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29706.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 285.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198365.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2156.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 73278L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107987.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4068.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186213.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 191.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP - Energias de Portugal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTEDP0AM0009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28139.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1436.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke DSM NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113692.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4182.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005439004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106638.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1955.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89711.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3030.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 435862.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29815.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3548600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28555.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1206.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61352.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -791.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intesa Sanpaolo SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29520.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 917.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87095.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6921.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Twilio, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 240591.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4714.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B71N6K86 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63506.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -609.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3152740001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44109.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1760.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CWN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110525.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29137.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002162385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89716.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1536.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NortonLifeLock, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 668771108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23827.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 998.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clorox Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50468.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 189.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinross Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 496902404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36789.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 159.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28724.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2525.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13886.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 133.69999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77266.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4451.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SYD9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148641.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -592.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 017175100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111400.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1322.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL00150001Q9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35399.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 349.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wolters Kluwer NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000395903 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191753.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12012.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23726.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 681.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012214059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86700.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -521.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-28 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -46433.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 48508.64000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23288 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3053.85000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00141393423 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1597000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1276980.61000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3053.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1597000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1276980.61000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3053.85000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN7R2N6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2381745850.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -41335.23000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.01913823436 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 2381745850.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2381745850.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -41335.23000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| 100 oz Gold |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GCZ120211 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GCZ1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 25.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 24399.17000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.011296829209 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| 100 oz Gold |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
| iii. Expiration date.
| 2021-12-29 |
| iv. Aggregate notional amount or contract value on trade date.
| 4543000.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 24399.17000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828Z37 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828Z377 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828Z37 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 276223.20000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 312078.27000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.144492411680 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087YK4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087YK42 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087YK4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 408322.84000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 460543.72000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.213231997175 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2041-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384033 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 5671.45000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002625884487 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Toronto Dominion Bank |
| LEI (if any) of counterparty. | PT3QB789TSUIDF371261 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763125.76000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5671.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 945000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 763125.76000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5671.45000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B24FFM16 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS5LHPB7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 42143.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 127282.17000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.058931715134 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2047-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23412 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -11009.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00509744626 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2602076.67000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3530000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11009.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2602076.67000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3530000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11009.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23436 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4036.12000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00186872579 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 177016000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1610078.43000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4036.12000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 177016000.00000000 |
| Description of currency sold.
|
Japan Yen
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1610078.43000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4036.12000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384011 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 13398.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.006203559213 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Toronto Dominion Bank |
| LEI (if any) of counterparty. | PT3QB789TSUIDF371261 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611486.35000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13398.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611486.35000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13398.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Federal Republic of Germany |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900AQBND3S6YJLY83 |
| c. Title of the issue or description of the investment.
| Federal Republic of Germany |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0001030583 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWGXQWD3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 18432.54000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 27510.28000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.012737274861 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2033-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| FTSE 100 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00J8RB4H81 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ZU1202114 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z U1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -94.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 128824.65000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.059645884227 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | ICE Clear Europe |
| LEI (if any) of counterparty. | 5R6J7JCQRIPQR1EEP713 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| FTSE 100 Index |
| Index identifier, if any.
| GB0001383545 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-17 |
| iv. Aggregate notional amount or contract value on trade date.
| -6548510.00000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 128824.65000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNZRV11 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2530506000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -78422.95000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.03630986924 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank plc |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 2530506000.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2530506000.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -78422.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23171 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 22764.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.010539897385 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4888738.16000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 955877.16000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 22764.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4888738.16000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 955877.16000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 22764.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B421JZ66 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS8RGWX1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 46972.80400000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 143006.88000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.066212264564 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2050-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| CAC 40 10 Euro Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FREN01786507 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CFQ120218 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | CFQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 114.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 86147.01000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.039886113294 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | LCH Clearnet |
| LEI (if any) of counterparty. | F226TOH6YD6XJB17KS62 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| CAC 40 10 Euro Index |
| Index identifier, if any.
| FR0003500008 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-20 |
| iv. Aggregate notional amount or contract value on trade date.
| 7534830.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 86147.01000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23176 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -6810.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00315346898 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9494000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1456327.51000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6810.94000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9494000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1456327.51000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6810.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| United Kingdom of Great Britain and Northern Ireland |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BLH38265 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMGMUS7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 8140.26000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 18180.69000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.008417669529 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2039-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| FTSE/MIB Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | IT0017447423 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | STU120216 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | STU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 72.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -63443.73000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| -0.02937448209 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
ITALY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Cassa di Compensazione e Garanzia |
| LEI (if any) of counterparty. | 8156006407E264D2C725 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| FTSE/MIB Index |
| Index identifier, if any.
| IT0003465736 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-17 |
| iv. Aggregate notional amount or contract value on trade date.
| 9128520.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -63443.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Natural Gas |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | NGU120219 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -53.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -102347.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.04738707413 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Natural Gas |
At least one of the following other identifiers:
| Identifier.
| Other identifier (if CUSIP, ISIN, and ticker are not available) |
| Other identifier (if CUSIP, ISIN, and ticker are not available). | NGU21CO |
| If other identifier provided, indicate the type of identifier used.
| Inhouse Asset ID |
| iii. Expiration date.
| 2021-08-27 |
| iv. Aggregate notional amount or contract value on trade date.
| -2074420.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -102347.77000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Commonwealth of Australia |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800J6B7JSBDETCB42 |
| c. Title of the issue or description of the investment.
| Commonwealth of Australia |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | AU000XCLWAO6 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSV61DD1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 312403.70000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 294696.90000000 |
| Exchange rate.
| 1.36267629 |
| Percentage value compared to net assets of the Fund.
| 0.136444827753 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2040-08-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23155 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 89164.29000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.041283115603 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2238294.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 46608000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 89164.29000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2238294.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 46608000.00000000 |
| Description of currency purchased.
|
Mexico Peso
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 89164.29000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNZ8ZX9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1026966.26000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 9747.28000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.004512996033 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 1026966.26000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1026966.26000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 9747.28000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087VS0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087VS05 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087VS0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 409490.05000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 425617.58000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.197061175030 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23258 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -20489.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00948652945 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 86400000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4294057.88000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -20489.24000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 86400000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4294057.88000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -20489.24000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B1Z5HQ14 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS49ESZ5 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 42575.10000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 63996.02000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.029630192668 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22527 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 9328.69000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.004319188631 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 718000.00000000 |
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 802853.60000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 9328.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 718000.00000000 |
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 802853.60000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 9328.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP8EK33 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1435180.43000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 18567.72000000 |
| Exchange rate.
| 0.90585000 |
| Percentage value compared to net assets of the Fund.
| 0.008596864633 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank plc |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Swiss Market Index Futures |
| Index identifier, if any.
| Swiss Market Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 1435180.43000000 |
| ii. Termination or maturity date.
| 2021-09-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1435180.43000000 |
| ISO Currency Code.
| CHF |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 18567.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013519253 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRW5XSJP1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 66000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 86026.08000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.039830122637 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-03-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22541 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 8730.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.004042068910 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 14457220.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 526822.46000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8730.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 14457220.00000000 |
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 526822.46000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8730.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23435 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 11410.83000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005283220603 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4951431.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3570000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11410.83000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4951431.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3570000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11410.83000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23268 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -29821.49000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.01380736636 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 798072.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4025000.00000000 |
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29821.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 798072.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4025000.00000000 |
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29821.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810RL4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810RL44 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810RL4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 137980.61900000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 175957.63000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.081468480045 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2045-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384459 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -23.69000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001096848 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 62847.56000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 62847.56000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| BlackRock Liquidity Funds |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493002L9DNZ83RX7V61 |
| c. Title of the issue or description of the investment.
| T-Fund, Institutional Class |
| d. CUSIP (if any).
| 09248U718 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US09248U7182 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 09248U718 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 21332492.28000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 21332492.28000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 9.876955728736 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0013209871 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRT5DK7C6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 77796.83000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 127349.45000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.058962865811 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2047-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Federal Republic of Germany |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900AQBND3S6YJLY83 |
| c. Title of the issue or description of the investment.
| Federal Republic of Germany |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0001030575 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSTXC889 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 67219.77600000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 124902.29000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.057829829377 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2046-04-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 9127964B2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9127964B27 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9127964B2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 33000000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 32999679.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 15.27886974657 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2021-08-12 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23158 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 11271.12000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005218534796 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 783682000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 690468.72000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11271.12000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 783682000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 690468.72000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11271.12000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384010 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1457.45000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000674800156 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Toronto Dominion Bank |
| LEI (if any) of counterparty. | PT3QB789TSUIDF371261 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612376.20000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1457.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 515000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 612376.20000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1457.45000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BYVP4K94 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRT6ST1K7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 20517.30000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 66561.36000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.030817946507 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2056-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810FR4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810FR42 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810FR4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 225641.38000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 263868.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.122171122596 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SOP |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWM331W6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 21398185.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 18.00000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.000008334009 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swaption |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swaption
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas SA |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Swaption |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 0.26000000 |
| vi. Exercise Price Currency Code
|
Euro Member Countries
|
| vii. Expiration date.
| 2021-08-13 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -182950.54000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BYY5F144 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSUJX0F8 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 39751.66000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 64371.85000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.029804202166 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-DBC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZHKC5 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 36072.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 51139.05999999 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.023677413074 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank AG |
| LEI (if any) of counterparty. | 7LTWFZYICNSX8D621K86 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116847.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1877.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Orion OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014377 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25283.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -452.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33554.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -147.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sampo OYJ, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009003305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45866.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 617.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003739530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189275.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6783.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investor AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811963 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 248932.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4713.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B71N6K86 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22137.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -212.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158872.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13491.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Commonwealth Bank of Australia |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CBA7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100945.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1600.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31457.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 152.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000184798 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129654.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4275.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henkel AG & Co. KGaA (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006048432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21189.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -234.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hershey Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22717.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -77.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000746409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97036.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2846.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Poste Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003796171 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167801.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4696.85999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67038.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1101.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25482.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 620.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 295045.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20463.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54739.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 341.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97538.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1027.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43536.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 296.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23906.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -827.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19862.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1527.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Technologies Engineering Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1F60858221 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173056.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 930.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Cellulosa AB SCA, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112724 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 605472.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28945.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lyft, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55087P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119989.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1279.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hannover Rueck SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008402215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99505.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2379.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41377.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2908.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Telekom AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005557508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 295477.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12198.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evolution Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000EVN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71822.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13999.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Aviation SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121725 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 359577.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19228.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 360791.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5480.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38319.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1033.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35810.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1278.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006452907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22061.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1214.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45267.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 959.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JPMorgan Chase & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46625H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170600.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4136.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Colgate-Palmolive Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 194162103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123781.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6430.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| London Stock Exchange Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0SWJX34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26067.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 227.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electrolux AB, Series B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000103814 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 320229.03999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26672.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Spark New Zealand Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZTELE0001S4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22098.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -246.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231914.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -474.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85568.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3190.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0118900010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 437026.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7938.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 775.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Domino's Pizza Enterprises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000DMP0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20047.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Lufthansa AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008232125 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75344.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 363.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24735.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -164.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delivery Hero SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2E4K43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301526.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8578.62999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20705.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2094.48999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52425.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1523.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industria de Diseno Textil SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0148396007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20519.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 635.80999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41187.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1517.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| St James's Place plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007669376 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99099.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3182.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DBS Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1L01001701 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11188.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 161.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41653.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 248.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010533075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 345601.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -324.33999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003054108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42958.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159314.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10897.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hartford Financial Services Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 416515104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32446.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 155.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Airlines Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1V61937297 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76854.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2857.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Facebook, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30303M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13895.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 461.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233118.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2175.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PG0008579883 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99152.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2158.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57645.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3315.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Qantas Airways Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QAN2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19899.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 373.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24658.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 755.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APA1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63461.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 931.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Utilities Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 185329.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7528.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71614.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4682.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ashtead Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95482.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3941.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products and Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150753.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1517.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 714861.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20520.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013280286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128656.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9382.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003810273 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 346334.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12207.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98099.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13180.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19083.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -134.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Just Eat Takeaway.com NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012015705 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 226974.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19274.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 292713.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7037.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider Electric SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27803.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1008.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18696.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 246.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010161896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7582.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -144.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 670346105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48161.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3981.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000695876 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27687.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3377.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165919.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1896.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64272.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -873.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 435285.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 89.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intesa Sanpaolo SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 413418.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12844.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006776081 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23606.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1513.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westpac Banking Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WBC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 333365.03999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7050.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 249587.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3310.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35904.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -876.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27174.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -443.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134332.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3500.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 211513.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7289.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 251302.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8770.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mediobanca Banca di Credito Finanziario SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000062957 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91446.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -622.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 260181.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7763.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60449.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7320.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industrivarden AB, Class C |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000107203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47314.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1430.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJVNSS43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 336173.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4531.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23862.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -165.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gjensidige Forsikring ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010582521 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78878.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 943.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36599.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1136.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46840.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -394.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S83002349 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178973.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1171.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002405495 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170431.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2691.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27270.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1610.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Parcel Service, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22963.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2580.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974264930 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43247.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26995.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 292.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197026.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3212.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Securitas AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000163594 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41068.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3386.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29140.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1366.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0114405324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22479.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1156.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108401.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 743.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012673267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50460.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78.20999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44065.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -747.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Auckland International Airport Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZAIAE0002S6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 350278.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11018.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40918.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -622.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214970.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4568.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060227585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193186.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5548.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Phoenix Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGXQNP29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84418.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -580.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130452 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126717.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1340.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25381.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 394.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| a2 Milk Co. Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZATME0002S8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26108.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4645.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43752.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1874.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28273.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1486.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060252690 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87833.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5268.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ORI1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 254678.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19334.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryman Healthcare Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZRYME0001S4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 183386.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -640.30999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sensata Technologies Holding plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BFMBMT84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92912.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3946.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159016.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7205.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62316.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3194.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keppel Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1U68934629 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31938.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1384.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47596.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -137.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002374006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41503.69999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1048.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24055.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -574.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25098.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2347.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151955.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5483.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23007.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -284.77999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sonic Healthcare Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SHL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51144.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1911.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000UNSE018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57666.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2335.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111185.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3442.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Croda International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BJFFLV09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54199.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4362.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telstra Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TLS2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70811.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 291.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Metal Mining Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3402600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56738.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1670.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LEG Immobilien SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000LEG1110 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130704.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1939.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47843.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 969.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kroger Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43630.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1993.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37030.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -150.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0156801721 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 461233.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7611.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21809.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54680.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 151.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 036752103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22656.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 714.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09062X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46395.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 203.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37601.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4796.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Juniper Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48203R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44067.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 109.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinnevik AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015810247 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38887.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2968.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 440745.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25665.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32821.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2148.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143158.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1834.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67396.42999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1308.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130670112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 577412.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3883.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113438.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4412.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0198251305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124353.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4533.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Societe Generale SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130809 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118665.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -324.83999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKFB1C65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109358.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 706.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electricite de France SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010242511 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41323.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2575.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFY8C754 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48384.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2533.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZXROE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74909.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3669.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Compass Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD6K4575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41224.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2084.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003242622 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156601.10999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3624.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Remy Cointreau SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130395 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 318962.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8205.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Automatic Data Processing, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22220.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -275.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 316742.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9249.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53766.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Star Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NST8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57433.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3943.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59551.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2184.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lendlease Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LLC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28399.43999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1283.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060636678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 626025.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5511.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27480.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 730.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000STO6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33428.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3279.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infineon Technologies AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006231004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 584791.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8069.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86934.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1945.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20428.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 319.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fisher & Paykel Healthcare Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZFAPE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146731.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4784.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49766.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 806.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 221535.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -20202.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 510703.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -40007.59999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES06445809M0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1173.61999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Direct Line Insurance Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BY9D0Y18 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22962.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -305.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 212559.35999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8225.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030913577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20500.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1429.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73132.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1778.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sirius XM Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82968B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91841.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -425.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 314360.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7589.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013267909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34217.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1197.11999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Ingalls Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48615.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -888.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Handelsbanken AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21039.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 757.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fuchs Petrolub SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005790430 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59893.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1658.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Givaudan SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010645932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104816.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3379.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21219.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 203.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie de Saint-Gobain |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 280766.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8981.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86436.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14470.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 345370860 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20143.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 86.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22289.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -219.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3898400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22439.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -32.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RPM International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 749685103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22859.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -513.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burberry Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134095.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -455.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48261.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -474.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 487836108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21795.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HeidelbergCement AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006047004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124596.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1426.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyowa Kirin Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3256000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45571.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2408.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SYD9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198967.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -793.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19947.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1156.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56319.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2961.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 385008.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7525.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143729.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11790.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 195325.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10094.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Venture Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG0531000230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21040.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -62.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schibsted ASA, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003028904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107703.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1906.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21407.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1151.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Australia Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NAB4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21987.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberAgent, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3311400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19798.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2411.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GlaxoSmithKline plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009252882 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27483.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -261.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179664.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12550.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APT1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72504.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5796.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100375.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1149.36999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109779.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6139.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reckitt Benckiser Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171129.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26119.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Flavors & Fragrances, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459506101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79688.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3512.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48420.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2904.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suncorp Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SUN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191828.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3053.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21650.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -264.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50522.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2174.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196947.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 145.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52437.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -470.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55349.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2923.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58909.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3141.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investment AB Latour, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0010100958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129087.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11028.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MTU Aero Engines AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0D9PT0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21511.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -746.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 314194.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6587.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190548.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9252.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010844038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133861.10999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11023.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BBG9VN75 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 377951.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7016.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120321 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136333.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4238.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 278524.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10987.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 269833.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5061.97999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recordati Industria Chimica e Farmaceutica SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003828271 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43481.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1346.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Imperial Brands plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004544929 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108957.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2833.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003717312 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170204.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7481.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GN Store Nord A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272632 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49775.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1282.35999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roche Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40176.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -593.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20142.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2488.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44603.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1436.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112344.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 819.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Legal & General Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121352.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1021.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Energy AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000825820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121050.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6251.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 506327.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4875.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sage Group plc (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8C3BL03 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22165.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 246.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kesko OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155803.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10893.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP - Energias de Portugal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTEDP0AM0009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70065.67999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3576.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77645.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2367.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 183619.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1586.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57476.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 683.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8164.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 340.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Husqvarna AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001662230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 418437.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22146.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamato Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3940000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25938.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -932.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26035.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1500.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke KPN NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76600.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2015.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Boerse AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005810055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50559.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1144.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Philips NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009538 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 597717.43999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4335.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21850.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -652.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2201.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius Stedim Biotech |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013154002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42813.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2068.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000039299 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71033.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2537.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000235190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241142.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10880.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31269.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2002.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47130.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -255.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051732 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30941.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AusNet Services Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AST5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136447.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -166.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22118.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1353.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138227.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -86.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Techne Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09073M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34239.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2323.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 272922.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1909.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B10RZP78 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 349510.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12111.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wm Morrison Supermarkets plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006043169 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21696.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -402.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Anheuser-Busch InBev SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974293251 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18491.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1739.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25262.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -162.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73034.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2369.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173516115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137141.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1378.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010096985 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110953.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1676.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000743059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45570.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -707.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120222 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26636.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -457.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51195.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -329.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayer AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BAY0017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26750.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 162.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Parker-Hannifin Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 701094104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28706.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 532.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FinecoBank Banca Fineco SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072170 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43387.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2251.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74124.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2847.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Medibank Pvt Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MPL3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124819.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1997.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50133.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 620.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006062144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44128.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2364.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 324566.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24849.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23128.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2257.23999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Australia & New Zealand Banking Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ANZ3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59304.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -535.17999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000937503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50600.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2478.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284717.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1893.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060738599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27930.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2584.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WES1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129308.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5963.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32036.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1096.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135502.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6182.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21202.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 153.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 234101.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10021.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CWN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144429.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39484.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 303470.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5306.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003565737 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46703.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1752.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126266.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 266.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59342.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 613.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CSL8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99419.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5128.10999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150198.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1899.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26992.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010208488 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128832.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2461.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1DAHH0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26268.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -450.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193908.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4058.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25137.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 913.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40141.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3292.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05534B760 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90090.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34017.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 947.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006602006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174035.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9353.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000088338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46445.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1528.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1YW4409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 378035.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 33011.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bristol-Myers Squibb Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90538.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -586.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Macquarie Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MQG1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37065.37999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -862.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169056.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4618.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 401362.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9198.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travelers Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40506.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -916.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wolters Kluwer NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000395903 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117765.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7377.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21458.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -860.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EssilorLuxottica SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121667 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 246928.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7909.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 247118.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5604.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LVMH Moet Hennessy Louis Vuitton SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93678.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1613.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69059.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 227908.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2833.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22253.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 329.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23778.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1070.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Beer Co., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 100557107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15620.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4858.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205624.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7361.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwool International A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010219153 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220209.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5573.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAH0038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178473.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1120.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40310.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 912.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 212839.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2745.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BF8Q6K64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21089.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -395.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jeronimo Martins SGPS SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTJMT0AE0001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21800.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 441.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004035913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115726.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -40308.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Admiral Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02J6398 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230523.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10221.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortescue Metals Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000FMG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43196.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1416.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0014332678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107292.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6952.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 240656.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4090.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33081.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3624.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81427.75999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1603.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ambu A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060946788 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131745.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1196.61999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41052.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4371.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woolworths Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOW2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19709.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -327.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34315.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -425.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016101844 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175643.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25806.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24675.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4083.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220633.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2955.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007099541 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81180.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 889.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1CRLC47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63903.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1395.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88710.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6686.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CNH Industrial NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010545661 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65020.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2126.92999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385980002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63687.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1759.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222321.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -34155.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hexagon AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015961909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95481.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5996.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Restaurant Brands International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76131D103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36637.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2020.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004056880 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70126.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2100.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48720.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3871.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88579Y101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33847.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 242.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61329.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6282.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24086.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1064.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eversource Energy |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30040W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22171.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -36.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 569896.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17691.59999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 586305.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10847.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bureau Veritas SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0006174348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36986.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1456.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zillow Group, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20189.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -264.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Standard Chartered plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004082847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71458.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1504.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157667.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -740.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26518.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 274.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003132476 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 385988.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2314.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15801.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 52.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hargreaves Lansdown plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53980.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1106.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184811.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17490.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yara International ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010208051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29515.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1804.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southern Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 842587107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78687.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1478.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stora Enso OYJ, Class R |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005961 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65979.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -583.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Muenchener Rueckversicherungs-Gesellschaft AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008430026 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60440.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 436.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91475.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 677.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155692.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2076.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IM00B5VQMV65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42287.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -355.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006825383 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 361344.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4206.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68272K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45354.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2328.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115315.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3516.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41568.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 947.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009895292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235795.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2296.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASM International NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26263.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -833.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004125920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21241.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 571.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hongkong Land Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4587L1090 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43101.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -978.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879382109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1802.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 77.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walgreens Boots Alliance, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931427108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19472.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -371.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Ahold Delhaize NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 757320.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25347.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0167050915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 341.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 341.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24918.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 628.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003153415 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49975.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1443.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REH4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39708.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -847.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raiffeisen Bank International AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000606306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200034.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10542.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 432713.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9410.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melrose Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ1G4322 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20540.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1388.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SS&C Technologies Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35667.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2006.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DISH Network Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24086.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1138.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1J27887962 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174990.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10173.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newcrest Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NCM7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181930.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4658.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007164600 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173074.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6272.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50149.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -110.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cellnex Telecom SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105066007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 355561.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9624.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intertek Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 215439.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15972.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fastighets AB Balder, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000455057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107791.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 101.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 652964.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13759.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 160725.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1573.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48462.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -398.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 791070.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12692.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedish Match AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015812219 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37261.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 302.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 280099.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2582.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Wohnen SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0HN5C6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20852.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -375.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Otis Worldwide Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68902V107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38058.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1836.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22346.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1453.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007980591 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28571.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -707.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33838.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 468.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42794.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1644.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REA9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194171.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -761.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| L E Lundbergforetagen AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 270375.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16136.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tele2 AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0005190238 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68627.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1186.35999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Gamesa Renewable Energy SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0143416115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96523.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4183.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007010803 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90380.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10239.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Treasury Wine Estates Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TWE9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82682.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 540.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayerische Motoren Werke AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005190037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37251.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1456.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28455.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1303.60999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110162.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 53.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871829107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21814.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 473.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48554.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -877.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62797.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2460.69999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180794.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9281.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23044.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 884.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125071.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007664005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35511.83999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -503.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21552.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -209.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95013.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3588.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27166.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1224.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033195214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118343.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1084.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21990.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1171.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46841.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 164.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50123.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 389.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wartsila OYJ Abp |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009003727 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230426.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3000.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0032089863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114363.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6815.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117183.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -587.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88264.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2691.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Naturgy Energy Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0116870314 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43773.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 816.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47418.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3449.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003470755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63439.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1977.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169991.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9241.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkeley Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02L3W35 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12792.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 545.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swisscom AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0008742519 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25843.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 317.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Transurban Group |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TCL6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 379287.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6311.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 36072.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 51139.06000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23332 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3695.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001711189854 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 477218.77000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 600000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3695.87000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 477218.77000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 600000.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3695.87000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23444 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 10064.46000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.004659850548 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6210000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1195366.37000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10064.46000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6210000.00000000 |
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1195366.37000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10064.46000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B85SFQ54 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSFWR9E3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 49819.06000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 75827.38000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.035108118894 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23331 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -18387.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00851328840 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3669000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4337761.47000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18387.21000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3669000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4337761.47000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18387.21000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B128DH60 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS26Y2R4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 42006.51000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 76458.90000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.035400513004 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B0CNHZ09 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS1JW2Y1 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 37387.49800000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 150254.80000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.069568055534 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2055-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23440 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -15718.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00727784550 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84672000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4212537.31000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15718.87000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84672000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4212537.31000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15718.87000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23441 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -72578.65000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.03360395510 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12300000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 14531026.89000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -72578.65000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12300000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 14531026.89000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -72578.65000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0008983024 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B06983637 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 37093.03000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 61300.71000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.028382262647 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-17 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| TOPIX Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TPU120213 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TPU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 120.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -512348.24000000 |
| Exchange rate.
| 109.70500000 |
| Percentage value compared to net assets of the Fund.
| -0.23721751859 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Japan Securities Clearing |
| LEI (if any) of counterparty. | 549300JHM7D8P3TS4S86 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| TOPIX Index |
| Index identifier, if any.
| JP9010100007 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-09 |
| iv. Aggregate notional amount or contract value on trade date.
| 2286000000.00000000 |
| ISO Currency Code.
|
Japan Yen
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -512348.24000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| S&P 500 E-Mini Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | MEU120215 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ESU1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -53.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -44091.66000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.02041446297 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| S&P 500 E-Mini Index |
| Index identifier, if any.
| US78378X1072 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-09-17 |
| iv. Aggregate notional amount or contract value on trade date.
| -11632175.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -44091.66000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN98ZS9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1834441100.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Korea (South) Won
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -26725.58000000 |
| Exchange rate.
| 1150.25000000 |
| Percentage value compared to net assets of the Fund.
| -0.01237395832 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| KOSPI 200 Index Futures |
| Index identifier, if any.
| KOSPI 200 Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 1834441100.00000000 |
| ii. Termination or maturity date.
| 2021-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1834441100.00000000 |
| ISO Currency Code.
| KRW |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -26725.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0011008705 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSBJJE25 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 130128.33620000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 191802.51000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.088804668252 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810SG4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810SG40 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810SG4 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 100987.23200000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 141058.65000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.065310232996 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2049-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087WV2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087WV25 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087WV2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 439852.85000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 522900.63000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.242103281006 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2031-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828S50 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828S505 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828S50 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 268406.56000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 298885.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.138384096310 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNPZSB6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1414167.56000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Brazil Real
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 13803.59000000 |
| Exchange rate.
| 5.20825000 |
| Percentage value compared to net assets of the Fund.
| 0.006391069807 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| BOVESPA Index Futures |
| Index identifier, if any.
| BOVESPA Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Fixed rate.
| 0.00000000 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 1414167.56000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1414167.56000000 |
| ISO Currency Code.
| BRL |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13803.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23178 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -637.27000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00029505636 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1582630.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1138000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -637.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1582630.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1138000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -637.27000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384034 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 685.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000317252609 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 521874.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 619758.25000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 685.21000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 521874.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 619758.25000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 685.21000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22520 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -882.32000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00040851464 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 328654.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 35946000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -882.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 328654.73000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 35946000.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -882.32000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNHP449 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2733090.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 55097.42000000 |
| Exchange rate.
| 0.90585000 |
| Percentage value compared to net assets of the Fund.
| 0.025510135944 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank plc |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Swiss Market Index Futures |
| Index identifier, if any.
| Swiss Market Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 2733090.00000000 |
| ii. Termination or maturity date.
| 2021-09-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2733090.00000000 |
| ISO Currency Code.
| CHF |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 55097.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22502 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 29028.75000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.013440327311 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 7608535.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 562149000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 29028.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 7608535.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 562149000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 29028.75000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23184 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2436.09000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00112791101 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 25485000.00000000 |
| Description of currency sold.
|
Russia Ruble
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 343812.52000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2436.09000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 25485000.00000000 |
| Description of currency sold.
|
Russia Ruble
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 343812.52000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2436.09000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23263 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 11853.91000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005488366888 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank |
| LEI (if any) of counterparty. | 7LTWFZYICNSX8D621K86 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2390256.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 176803000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11853.91000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2390256.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 176803000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11853.91000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23154 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -19189.34000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00888467503 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 872112.84000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1162000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -19189.34000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 872112.84000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1162000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -19189.34000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B3D4VD98 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS7FFAV6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 41715.80000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 90178.21000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.041752561124 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2032-11-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128282L3 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128282L36 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128282L3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 218993.53000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 249644.07000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.115585342536 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2027-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828WU0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828WU04 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828WU0 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 263020.72000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 284591.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.131766021962 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828N71 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828N712 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828N71 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 364800.24000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 410737.52000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.190171699017 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2026-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23254 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 10952.90000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.005071198760 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6857000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4787358.55000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10952.90000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 6857000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 4787358.55000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10952.90000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-JMC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZH5R5 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 16250.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2224.22000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00102981509 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank N.A. |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
| i. Name.
| GFL Environmental, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36168Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 558751.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -46309.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67079A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31874.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 112.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Restaurant Brands International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76131D103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172750.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10654.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 802912105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124107.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4839.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toromont Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41408.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 355.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Empire Co. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291843407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188758.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3746.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68272K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107098.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6992.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87807B107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 529469.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9426.45999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218256.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 770.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gildan Activewear, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375916103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132242.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -155.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 232532.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7435.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| George Weston Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 961148509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 437108.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35186.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 229271.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2530.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11777Q209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208910.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9224.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Quebecor, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 748193208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219396.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4755.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kirkland Lake Gold Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49741E100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241563.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23434.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fairfax Financial Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303901102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85090.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3526.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13321L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122671.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2780.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29250N105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22548.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 335.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Apartment Properties REIT |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134921105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118193.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3629.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12532H104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66405.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Corp. of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 739239101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99996.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3077.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Quantum Minerals Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 335934105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62537.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3323.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barrick Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 067901108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 264111.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11581.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Asset Management, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 112585104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 369410.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23459.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Algonquin Power & Utilities Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 015857105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88851.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5344.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139523.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2585.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Manulife Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56501R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26138.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 464.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CCL Industries, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 124900309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119001.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5750.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Mining Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550372106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19785.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -63.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171829.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6486.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Utilities Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136717832 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106403.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4938.35999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agnico Eagle Mines Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008474108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19148.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1142.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HDC Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7012630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -0.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44937.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1776.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ritchie Bros Auctioneers, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 767744105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45788.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 293.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181537.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9384.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19785.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96002.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4824.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Natural Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136385101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57352.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4059.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 683715106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 294706.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3913.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 021361100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104403.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -174.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WSP Global, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92938W202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38221.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -65.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lightspeed POS, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 53227R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39645.94999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1514.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Life Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145887.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5824.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinross Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 496902404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129727.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6080.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265504.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3695.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cenovus Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31148.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2473.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| iA Financial Corp., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45075E104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63952.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2799.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157828.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1786.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shopify, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82509L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147125.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2577.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennar Corp., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526057302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 290876101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 465202.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7501.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208837.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6716.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alimentation Couche-Tard, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01626P403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98314.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8936.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70137W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97779.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2713.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Franco-Nevada Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 351858105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49743.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4415.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 254689.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12797.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 287117.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3453.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008911877 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79388.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2175.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atco Ltd., Class I |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 046789400 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122022.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3303.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204001.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 126.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54879.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -262.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ivanhoe Mines Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69116.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1577.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FirstService Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33767E202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65191.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3563.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-08 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 16250.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2224.22000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23152 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 62756.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.029056201622 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10028357.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7259000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 62756.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 10028357.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7259000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 62756.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23151 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -17369.54000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00804210663 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 7303737.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6137000.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17369.54000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 7303737.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6137000.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17369.54000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828ZZ6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828ZZ63 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828ZZ6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 282433.86000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 320827.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.148543175741 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-CTC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3DNZ6 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -171269.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 114256.62999999 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.052900882907 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank N.A. |
| LEI (if any) of counterparty. | E57ODZWZ7FF32TWEFA76 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
| i. Name.
| Seiko Epson Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3414750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67103.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -200.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108838.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3203.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54284.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -253.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060252690 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 646.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cosmos Pharmaceutical Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3298400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16975.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -166.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36897.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -823.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000937503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6352.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 331.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121039.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9020.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51960.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1819.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68212.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1444.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Horizon Therapeutics plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BQPVQZ61 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13602.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui House Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3420600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 350557.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12336.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3652.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 157.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suzuki Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3397200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20342.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -73.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson and Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146544.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3667.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Hutchison Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG217651051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171698.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3095.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060227585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37953.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -661.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161729.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7109.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030913577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19238.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 986.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24914.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investor AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811963 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191281.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -470.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004176001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67189.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24997.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -237.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electrolux AB, Series B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000103814 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68573.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 864.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BHP4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43953.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1717.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73683.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2956.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26624.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1615.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3921290007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41872.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -530.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jacobs Engineering Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 469814107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131192.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2880.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191006.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6193.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58773.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2315.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106226.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9739.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar Tree, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256746108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23350.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -93.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71539.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -168.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skyworks Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83088M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24539.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -868.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43205.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 456.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47078.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1963.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22366.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55519.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -292.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sonic Healthcare Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SHL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25912.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 454.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GoDaddy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 380237107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53244.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1047.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58075.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -103.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49944.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2383.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 378694.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19430.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Standard Chartered plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004082847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44493.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -264.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217322.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2174.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SG Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162770006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94111.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2397.67999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55555.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1343.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51131.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1584.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Philips NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009538 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26697.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -755.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3951600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96329.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1026.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42093.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 753.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3205800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54190.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1583.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005158703 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12595.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 294.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Takeda Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3463000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 392781.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5211.68999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Occidental Petroleum Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 674599105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6498.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 226.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004125920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53934.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 969.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20484.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12532H104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21559.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -98.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61586.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -35.22999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Express Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3729400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94964.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2206.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19304.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 154.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53335.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 765.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cincinnati Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172062101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141102.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3423.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar General Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256677105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31871.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -965.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15655.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1490.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003810273 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36456.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 834.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citizens Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 174610105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20363.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -642.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sherwin-Williams Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 824348106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41326.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1346.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan Pacific International Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3639650005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231701.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10738.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyo Suisan Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892306101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19088.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -441.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobayashi Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3301100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55835.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4463.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000039299 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -0.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 340357.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 696.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220008.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25299.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41047.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -832.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Temenos AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012453913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107858.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1041.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Assets Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0006000050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22628.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 446.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 223985.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7023.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103551.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1782.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23190.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1534.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Black Knight, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09215C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 244620.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10545.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SS&C Technologies Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53461.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2250.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136228.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -540.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003739530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21739.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -141.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006969603 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50662.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 608.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75445.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6636.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maxim Integrated Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57772K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63742.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1142.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54707.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 712.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22405.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 675.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15902.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 618.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45654.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -376.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25027.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1407.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12514G108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70223.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2255.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sensata Technologies Holding plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BFMBMT84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21630.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1512.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66370.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -713.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18005.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -347.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005470405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30273.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -541.16999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 290876101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33115.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -257.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21413.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -289.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26142R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17993.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 274.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Imperial Oil Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 453038408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50135.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Murata Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3914400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58090.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -527.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Geberit AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0030170408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36948.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 423.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42249.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2440.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44535.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2320.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136448.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 440.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65253.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5071.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104889.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 901.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162795.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1297.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44644.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -341.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47637.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 54.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833034101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23323.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 385.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bentley Systems, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 08265T208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31803.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 120.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Comcast Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 20030N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76302.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1348.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95017.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -908.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21166.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 362.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH0P3Z91 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26192.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1120.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52361.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4152.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29272.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1868.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57060D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21382.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -483.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7FC0762 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 0.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68674.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4869.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3592200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51649.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 851.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153990.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14664.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174790.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1156.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95168.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 958.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145716.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1440.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 346233.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5678.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40535.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1490.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Great-West Lifeco, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 39138C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 262142.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2514.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011301780 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82723.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1232.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3752900005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85733.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -413.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Gamesa Renewable Energy SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0143416115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19968.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Intecc Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3110650003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32516.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -214.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B019KW72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37043.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 342.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52073.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1140.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120321 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25162.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -419.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173516115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82059.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 359.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkshire Hathaway, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084670702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23098.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 48.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Croda International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BJFFLV09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61808.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4072.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69847.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4501.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0364749348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181527.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1822.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Metal Mining Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3402600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24316.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -907.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141682.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 175.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256430.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25573.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100130.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1774.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Industrivarden AB, Class C |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000107203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40576.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 445.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regions Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90629.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1365.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Apollo Global Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03768E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47970.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -285.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Etablissements Franz Colruyt NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974256852 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91313.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 304.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Loblaw Cos. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 539481101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115681.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6979.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30441.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1591.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33673.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 727.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84629.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2596.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian National Railway Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136375102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50090.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1393.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98026.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 661.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24452.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -301.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10578.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -156.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219765.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2212.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92335.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1039.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAH0038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25650.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 93.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000069689 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193845.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6264.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travelers Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30975.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 364.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Union Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 959802109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55634.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 431.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3877600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 239170.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5611.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154728.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9647.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32595.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 116.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokio Marine Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3910660004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42894.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 193.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17868.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 32.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Suisse Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48861.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128982.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2949.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17726.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 32.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22578.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0118900010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87066.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2134.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Laboratory Corp. of America Holdings |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50540R409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53010.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2693.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65573.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 585.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ambu A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060946788 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37033.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 109.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32656.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -632.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103343.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1911.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Freeport-McMoRan, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144132.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12483.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57689.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 163.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wharf Real Estate Investment Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG9593A1040 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 304985.53999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10142.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141995.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1904.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3218900003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27495.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -441.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29525.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -167.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Singapore Airlines Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1V61937297 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36740.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -934.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chewy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198034.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2295.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raiffeisen Bank International AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000606306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30123.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2023.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69772.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 304.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05338G106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80743.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2134.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EDP Renovaveis SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0127797019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58108.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3754.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fair Isaac Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303250104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 226853.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11400.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26551.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 179.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191042.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2575.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T&D Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3539220008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44781.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -241.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25915.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -48.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43774.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1353.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 228717.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1695.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ramsay Health Care Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RHC8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23977.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DISH Network Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26055.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown-Forman Corp., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115637209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84820.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 382.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alimentation Couche-Tard, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01626P403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82916.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2817.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21508.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -197.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennar Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526057104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32281.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1547.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106210.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12825.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roche Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 346908.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6788.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Chemical Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3897700005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23494.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147624.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4335.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55076.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 424.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0066009694 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 710483.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14318.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HCA Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40412C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5460.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Franco-Nevada Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 351858105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43025.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2483.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0167050915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1499.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1499.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank Leumi Le-Israel BM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0006046119 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31214.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 235.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| VMware, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928563402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43047.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -890.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberAgent, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3311400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19798.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2545.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116161.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1858.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Global Payments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37940X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62278.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -753.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56727.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 921.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33405.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 270.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31662.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2920.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 003654100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54305.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 597.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Paper Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460146103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20273.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -35.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GlaxoSmithKline plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009252882 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85628.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -655.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44021.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1836.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 146869102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21603.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -149.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47659.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1247.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Twilio, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74344.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6352.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 410581.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4604.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 236731.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7635.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown & Brown, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124412.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1898.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43628.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1240.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90184L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36549.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -94.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ANA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124195.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 166.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121485 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69079.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2587.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 319224.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6076.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241154.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3304.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woodside Petroleum Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 980228100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21413.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 676.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44793.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1430.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CNH Industrial NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010545661 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21890.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 848.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baloise Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012410517 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70478.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1217.33999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32508.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 285.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22978.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2230.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52471.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -691.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG169621056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126071.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5001.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86853.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 984.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74010.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2841.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Resona Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3500610005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31163.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09228F103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13498.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 373.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100963.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1886.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zimmer Biomet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98956P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29579.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -861.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23403.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -103.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78780.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1434.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144874.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4978.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assicurazioni Generali SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000062072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186022.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 197.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24531.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 190.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21768.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -139.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FleetCor Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339041105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24789.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -386.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Algonquin Power & Utilities Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 015857105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91735.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3040.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30739.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1217.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125032.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1591.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22583.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 221.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B8KQN827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29081.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -368.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73059.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7127.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MTU Aero Engines AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0D9PT0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55280.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1709.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Ingalls Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83693.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1207.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107167.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10854.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37546.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2049.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koito Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3284600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24480.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 278.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28319.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -36.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| H & M Hennes & Mauritz AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000106270 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26781.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -919.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Steel Dynamics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 858119100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69670.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5729.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 444859102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52380.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4654.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21410.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -91.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66964.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2144.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53036.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1159.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77706.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 879.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41841.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3953.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21532.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3750500005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31546.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 57.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3102000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40483.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2587.21999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007908733 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41582.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1633.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80130.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 253822.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8118.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33408.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 458.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30489.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25527.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 937.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59183.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 551.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053332102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53577.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 979.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284207.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13220.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29370.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 321.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17575.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 217.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shiseido Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60152.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2444.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonica Deutschland Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1J5RX9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20001.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1588.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| State Street Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 857477103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34594.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 893.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35910.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1331.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107593.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4395.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45098.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1642.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48090.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1318.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53297.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1505.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69153.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1163.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110096.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1624.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93596.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2076.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2B0DG97 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51439.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1317.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158454.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2379.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 615369105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32336.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -448.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Generac Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 368736104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83452.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5020.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9167.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -270.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006452907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157963.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2873.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18147.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -478.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 238155.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1373.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3357200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197619.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1361.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10377.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 105.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3733000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45645.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -868.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29250N105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54675.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -628.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20300.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -447.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 246466.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8364.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 369604103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24423.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -471.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of America Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 060505104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35406.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -369.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 414436.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6772.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 183635.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11960.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Willis Towers Watson plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28645.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2816.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MGM Resorts International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21542.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 552.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202356.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3417.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ASX7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141510.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -245.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23196.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1425.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 257306.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21246.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3973400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41522.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -220.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24715.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -369.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60556.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -398.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GN Store Nord A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272632 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50038.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2556.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74008.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1924.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3546800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31048.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110601.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 449.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003128367 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18145.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -441.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68322.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5787.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swiss Life Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0014852781 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56738.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 555.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22726.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 186.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92371.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1730.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Severn Trent plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1FH8J72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45013.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1564.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47979.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3007.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tsuruha Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3536150000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35419.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -157.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34189.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -112.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116279.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3235.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BBG9VN75 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90354.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 418.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1CRLC47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48599.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 736.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Remy Cointreau SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130395 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32511.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -906.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UBS Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0244767585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59971.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1968.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78046.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3308.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69074.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 373.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 243155.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1528.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193949.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1632.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trane Technologies plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50088.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1220.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3240400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36742.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2254.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76645.00999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2625.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47577.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -293.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60905.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2015.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59312.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1409.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556H206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35731.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -52.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sompo Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53744.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -288.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16604.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29606.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -66.95999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B4T3BW64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201064.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7067.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693718108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56765.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2838.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12541W209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35757.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1042.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34893.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -345.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33577.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 306814.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1679.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117416.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1479.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50889.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -331.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Legal & General Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25755.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -206.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 807846.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -818.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0156801721 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43629.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -748.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20968.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4916.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29931.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1237.60999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71105.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -538.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125026.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2471.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oak Street Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67181A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42741.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1491.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79517.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2699.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22682.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 325.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12401.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 111.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Capital One Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14040H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38969.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 65.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFRT3W74 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20899.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 96.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33899.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 267.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113458.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3314.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224438.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -450.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobe Bussan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3291200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30303.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2267.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66938.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2031.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79005.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4398.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58609.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2216.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3753000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37822.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2600.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Unity Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91332U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 535.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0198251305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204448.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1637.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81183.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -154.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intuitive Surgical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46120E602 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159625.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3802.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 631103108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47989.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -357.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25529.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 902.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansai Electric Power Co., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3228600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41504.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 509.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87971M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 248759.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1062.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56674.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3464.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Admiral Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02J6398 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110727.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2939.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Budweiser Brewing Co. APAC Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG1674K1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19256.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2317.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73663.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3525.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Israel Discount Bank Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 465074201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28078.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 113.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35564.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1138.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Z Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3933800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47048.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2743.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86382.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1289.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71143.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7254.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97823.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6492.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investment AB Latour, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0010100958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119043.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2633.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1YW4409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71501.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 857.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20558.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 171.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000184798 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86605.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 241.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Cellulosa AB SCA, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112724 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111731.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4548.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 245555.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 456.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18094.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -457.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Real Estate Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762900003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24796.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -253.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24675.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1182.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| British American Tobacco plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002875804 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20827.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 464.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Techne Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09073M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53528.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1449.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG475671050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25704.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 283.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| F5 Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 315616102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34280.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2747.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26806.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3360.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Odakyu Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3196000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21479.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 885.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Automatic Data Processing, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28719.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -868.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 854502101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21872.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -579.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40716.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -751.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walt Disney Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254687106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80969.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -409.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100962.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1368.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010096985 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21173.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -179.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12847.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 304.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44323.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2321.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011334468 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50704.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 778.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19242.34999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 428.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Energy AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000825820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127659.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2164.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paycom Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70432V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128000.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4627.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134229.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1931.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56817.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 276.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18777.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 762.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52867.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1584.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74736K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21992.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -211.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3410.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -192.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Life Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36771.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 583.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87650.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1010.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55553.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -478.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23778.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 273.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 345370860 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76432.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -487.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60392.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 749.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54800.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1425.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71344.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2958.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18865.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 566.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26599.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89782.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2800.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80347.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4241.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26002.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1324.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cenovus Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25123.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -678.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83493.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3281.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21686.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 945.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 321783.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6153.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JPMorgan Chase & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46625H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56006.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -313.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58733.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 366.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59162N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 246747.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11979.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65674.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1812.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165921.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1371.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87278.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1080.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21675.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 947.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56166.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1758.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20216.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 234.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159001.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2765.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chipotle Mexican Grill, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 169656105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59630.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2081.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19900.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 179.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3201200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94665.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 740.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33981.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2347.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3837800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155286.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3682.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36545.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 484.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21222.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1467.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84545.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2891.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swiss Prime Site AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0008038389 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48982.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 481.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45668.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -614.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Equitable Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29452E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20127.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 991.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21964.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -178.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301125.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1110.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45820.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -598.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aon plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLP1HW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26003.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2752.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99538.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1470.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110981.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4220.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suncor Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 867224107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21693.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1514.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012280076 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37080.37999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 521.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92984.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3704.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 233331107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19357.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 402.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 426281101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44044.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 199.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53433.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -235.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29709.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -424.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72103.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2855.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zillow Group, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41760.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1717.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003054108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141438.29999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -432.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109921.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -729.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84376.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1310.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45337C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48034.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -788.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25889.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -584.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241688.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2315.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25792.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 372.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BorgWarner, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099724106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207528.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10634.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magellan Financial Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MFG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37666.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3485.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank Hapoalim BM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0006625771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52180.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 307.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21934.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 334.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031348658 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37285.27999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1864.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3115.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -120.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156197.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4012.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DSV Panalpina A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060079531 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140652.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -423.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013280286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82750.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5215.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UnitedHealth Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91324P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108001.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 930.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hannover Rueck SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008402215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5546.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30199.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -856.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22952.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -329.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53708.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -805.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22640.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 600.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hargreaves Lansdown plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21206.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -336.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 240878.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3517.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109794.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1234.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ono Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20545.34999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -288.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29810.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 51.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142169.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1938.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003506190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47522.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1115.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98978V103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49053.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -277.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126408103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6916.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intesa Sanpaolo SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27951.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 935.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke DSM NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36486.26999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 307.39999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84767.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 988.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002162385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10859.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66463.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 419.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81728.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1596.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dentsply Sirona, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 24906P109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109164.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4529.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45351.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2700.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128565.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4679.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Tobacco, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3726800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56666.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -753.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seven & i Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3422950000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93702.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2208.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71371.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -855.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153587.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1734.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Corp. of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 739239101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158405.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2667.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Discover Financial Services |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254709108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46247.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 133.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62836.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2446.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47698.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1351.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 242452.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2905.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187069.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4926.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149051.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5158.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Galp Energia SGPS SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTGAL0AM0009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54726.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -587.66999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52884.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3701.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Utilities Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45844.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1352.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435750009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32703.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1754.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Everest Re Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG3223R1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25788.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1031.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Motors Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30068.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -634.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kirkland Lake Gold Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49741E100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81547.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4982.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CF Industries Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125269100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19892.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BOC Hong Kong Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK2388011192 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 385354.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4553.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26503.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 298.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39560.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2027.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18578.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -592.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinnevik AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015810247 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42549.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 136.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harmonic Drive Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3765150002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22126.79999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essential Utilities, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57372.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1997.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18194.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -647.80999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fastighets AB Balder, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000455057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38713.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -208.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104568.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7375.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26011.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ivanhoe Mines Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44956.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -917.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47165.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1591.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sohgo Security Services Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3431900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23380.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -92.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52151.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1646.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47272.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -936.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15129.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 743.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Duke Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46773.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -974.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104813.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2006.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23947.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 493.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Motorola Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 620076307 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28661.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 486.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982100004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85442.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1651.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17861.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 874.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106493.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1779.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wayfair, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94419L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19067.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3695.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20981.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hong Kong & China Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0003000038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 210041.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80388.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -91.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86480.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2219.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 156782104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134251.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3891.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Beer Co., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 100557107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53250.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17815.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 177667.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2477.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taylor Wimpey plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008782301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26109.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 128.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electric Power Co. Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3585800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80222.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5389.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139044.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5044.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56372.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6721.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55239.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1270.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46891.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 265.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Phoenix Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGXQNP29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42633.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -393.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFY8C754 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63859.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1693.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Merck & Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58933Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137751.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -609.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29077.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1349.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26158.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33508.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1080.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thermo Fisher Scientific, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 883556102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31320.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -899.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47392.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 976.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207514.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1657.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23355.59999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3210.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59784.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 425.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61154.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3458.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Water Works Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24325.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -813.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKFB1C65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20860.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Naturgy Energy Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0116870314 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26739.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 852.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89207.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 207.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty Formula One, Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59413.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 708.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18054.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1595.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burberry Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108366.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 526.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LyondellBasell Industries NV, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009434992 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166278.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5574.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-27 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -171269.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 114256.63000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23181 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2439.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001129309279 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1138000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 795139.95000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2439.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1138000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 795139.95000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 2439.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128287D6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128287D64 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128287D6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 288565.33800000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 330046.61000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.152811763042 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010585901 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRS6JCYE3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 138868.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 177341.09000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.082109022791 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384057 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 425.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000196798385 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 25000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18771.30000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 425.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 25000.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18771.30000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 425.05000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23341 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 171742.19000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.079516728993 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9248326.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 693347000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 171742.19000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9248326.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 693347000.00000000 |
| Description of currency purchased.
|
Russia Ruble
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 171742.19000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BNNGP551 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWG3YSP7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 12340.24000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 23228.50000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.010754808352 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2031-08-10 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384058 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 233.98000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000108332869 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 39000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 31494.00000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 233.98000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 39000.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 31494.00000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 233.98000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087B94 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087B949 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087B94 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 428971.25000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 447698.34000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.207284579127 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2047-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912796H44 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912796H440 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912796H44 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 35000000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 34982378.55000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 16.19686062411 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2022-05-19 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22485 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -71368.44000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.03304362720 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3612085.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2547000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -71368.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3612085.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2547000.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -71368.44000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23153 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -5336.32000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00247071911 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9417000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6554297.92000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5336.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9417000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6554297.92000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5336.32000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22529 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12064.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00558571275 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 967099.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 71384243.18000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12064.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 967099.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 71384243.18000000 |
| Description of currency purchased.
|
India Rupee
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12064.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22497 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -275164.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.12740130648 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 26565268.98000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 170591000.00000000 |
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -275164.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 26565268.98000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 170591000.00000000 |
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -275164.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22519 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 52718.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.024408801158 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 44161000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6858454.70000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52718.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 44161000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6858454.70000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52718.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| French Republic |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 969500KCGF3SUYJHPV70 |
| c. Title of the issue or description of the investment.
| French Republic |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0011982776 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSNMQG50 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 97440.07000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 143383.79000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 0.066386774103 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2030-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| 912810QV3 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912810QV35 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912810QV3 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 153682.86000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 193080.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.089396193129 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2042-02-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22523 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 358037.46000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.165771542079 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15651000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 11260111.95000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 358037.46000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 15651000.00000000 |
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 11260111.95000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 358037.46000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SGX NIFTY 50 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SGXDB0573178 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | IHQ120218 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | IHQ1 Index |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -262.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 49567.62000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.022949835485 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SINGAPORE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Singapore Exchange Derivatives Clearing |
| LEI (if any) of counterparty. | 549300ZLWT3FK3F0FW61 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| SGX NIFTY 50 Index |
| Index identifier, if any.
| XC0006013996 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| iii. Expiration date.
| 2021-08-26 |
| iv. Aggregate notional amount or contract value on trade date.
| -8265576.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 49567.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23333 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7885.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00365118532 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | HSBC Bank |
| LEI (if any) of counterparty. | MP6I5ZYZBEU3UXPYFY54 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 70565000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 10867020.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7885.92000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 70565000.00000000 |
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 10867020.87000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7885.92000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23334 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -13879.49000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00642621154 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 208156000.00000000 |
| Description of currency sold.
|
India Rupee
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2770998.21000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -13879.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 208156000.00000000 |
| Description of currency sold.
|
India Rupee
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 2770998.21000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -13879.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Canada |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 4BFD7AQU0A75QLAHK410 |
| c. Title of the issue or description of the investment.
| Canadian Government Bond |
| d. CUSIP (if any).
| 135087XQ2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA135087XQ21 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 135087XQ2 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 393011.11000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 471247.60000000 |
| Exchange rate.
| 1.24760000 |
| Percentage value compared to net assets of the Fund.
| 0.218187899537 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2036-12-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Euro-Bund |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE000C52GUE9 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RXU120218 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RXU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 495.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3045546.67000000 |
| Exchange rate.
| 0.84299262 |
| Percentage value compared to net assets of the Fund.
| 1.410089793286 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Eurex Clearing |
| LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Federal Republic of Germany |
| Title of issue.
| EUR Currency |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0001102440 |
| iii. Expiration date.
| 2021-09-08 |
| iv. Aggregate notional amount or contract value on trade date.
| 87402150.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3045546.67000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | SRATFF-MLC |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ788W9 |
| Description of other unique identifier.
| Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| -138645.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 105454.57999999 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.048825528887 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Total Return Basket Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Bank of America N.A. |
| LEI (if any) of counterparty. | B4TYDEB6GKMZO031MB27 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| Custom Equity Basket |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| N/A |
For all other indices or custom baskets provide:
| i. Name.
| Banque Cantonale Vaudoise (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0531751755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18479.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raiffeisen Bank International AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000606306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28373.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1495.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Scientific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175195.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13216.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33641.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 210.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24151.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1062.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1YW4409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111971.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9777.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126898.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17584.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verisk Analytics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92345Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147203.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4014.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28273.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 772.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39783.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 538.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3574200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69694.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2836.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95038.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4488.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 418254.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24355.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baloise Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012410517 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47931.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -465.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Discovery, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19436.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -368.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Isuzu Motors Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3137200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49356.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 952.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92340.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -184.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schindler Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024638196 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182263.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5200.64999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hewlett Packard Enterprise Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42824C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67048.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1988.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Utilities Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136717832 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157731.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6634.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DuPont de Nemours, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102743.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6160.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 146869102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135699.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10596.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159596.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3894.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vertex Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92532F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125584.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 928.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cheniere Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16411R208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 307956.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6744.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68079.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3200.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telstra Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TLS2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21770.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 89.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222065.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15190.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seiko Epson Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3414750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30970.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -418.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974264930 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20224.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -790.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 352256.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7541.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Laboratory Corp. of America Holdings |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50540R409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130306.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8448.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toronto-Dominion Bank (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891160509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194143.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3886.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 214579.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9492.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80526.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3176.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG491BT1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44005.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2617.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius SE & Co. KGaA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67329.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 733.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Gamesa Renewable Energy SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0143416115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115989.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5026.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33554.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -147.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barrick Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 067901108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178773.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2268.17999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88252.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1102.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74736K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23888.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -171.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34820.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3415.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123423.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3089.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88579Y101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69872.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -497.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smith & Nephew plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009223206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16060.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 489.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ajinomoto Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3119600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50953.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1450.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intercontinental Exchange, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45866F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55121.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -846.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140549.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5262.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4051.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 192.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Union Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 959802109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79865.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -791.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intact Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45823T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129312.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 270.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010533075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71026.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -96.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0156801721 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129919.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2795.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lamb Weston Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21032.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3742.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zoom Video Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78644.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4428.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Express Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3729400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73049.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1612.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3538800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205380.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -18621.50999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lam Research Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101348.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4240.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48679.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Israel Discount Bank Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 465074201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47842.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -328.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22312.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1830.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179563.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1775.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73198.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -185.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cincinnati Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172062101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23811.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 123.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Public Service Enterprise Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40325.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -673.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shiseido Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220557.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13082.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Apollo Global Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03768E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235263.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2318.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PayPal Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70450Y103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34992.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2664.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MGM Resorts International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18652.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 829.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55649.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1053.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pola Orbis Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3855900001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7171.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -809.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41119.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -469.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19107.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -343.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NextEra Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192101.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2663.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Post AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 691470.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13516.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B019KW72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44836.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -206.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20935.93999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1368.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000937503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40189.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1968.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101558.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1986.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92301.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3181.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22070.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 847.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45217.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2035.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27708.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -581.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32628.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -597.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Rad Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090572207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35496.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3491.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41875.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 147.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 251022.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5041.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vodafone Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH4HKS39 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124915.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -397.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kirin Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 497350108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67675.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3829.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 279519.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7442.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33122.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2340.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012673267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40194.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2757.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke KPN NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36830.12999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 968.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123997.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2020.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EOG Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26875P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2404.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -109.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daikin Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3481800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 313249.09999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11163.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 266752.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -369.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000127771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87540.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 955.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuehne + Nagel International AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025238863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42503.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1927.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fifth Third Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 316773100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61475.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2507.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3404600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93770.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -886.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Estee Lauder Cos., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 518439104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43064.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -886.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208867.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5194.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60464.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -401.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15801.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 52.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000303709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96992.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1236.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23680.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1150.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 335002.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10617.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0198251305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26396.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1444.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Melco Resorts & Entertainment Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 585464100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63405.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7834.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60062.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2695.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136457.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13317.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RingCentral, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76680R206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69757.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 511.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72939.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -708.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25674.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1867.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138554.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2263.48999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SS&C Technologies Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79801.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4489.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Best Buy Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105946.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 330.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Santander SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113900J37 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18616.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -199.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlsberg AS, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010181759 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21065.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -96.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 238486.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12060.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45283.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 244.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60611.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4950.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansas City Southern |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 485170302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11247.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 63.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67011.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1582.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25731.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -274.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Husqvarna AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001662230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28714.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1519.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Philip Morris International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 718172109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24421.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 0.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fairfax Financial Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303901102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24853.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 626.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20260.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1800.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155051.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5237.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35518.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 860.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92204.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2158.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intuitive Surgical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46120E602 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45607.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 775.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24920.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 918.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Standard Chartered plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004082847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17792.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 374.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46395.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6668.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 540424108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172688.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3091.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40302.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 516.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sealed Air Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39781.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -252.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keisei Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3278600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20847.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1135.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23437.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1124.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170100.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9086.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 455312.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16300.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 150870103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108260.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 132.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Rentals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911363109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190479.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8577.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Truist Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89832Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2884.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -75.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56911.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2596.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayer AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BAY0017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39798.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 242.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37475.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1075.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Realty & Development Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3409000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48889.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2769.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 491353.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1628.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 245721.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29348.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20819.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -763.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88556.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3208.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SYD9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163631.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -652.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46567.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2261.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130601.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3464.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAH0038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148276.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 930.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125942.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5779.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assa Abloy AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100581 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48691.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 717.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kesko OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148002.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10348.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Legal & General Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31823.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102391.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1431.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208954.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 34982.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newell Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651229106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18661.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1734.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar Tree, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256746108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23849.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -265.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61389.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3900.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164801.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1053.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20881.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 470.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 233331107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25693.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 335.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53990.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 370.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 294489.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2539.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87053.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3038.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28013.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 207.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clorox Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79229.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 297.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25498.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1481.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walt Disney Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254687106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166162.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7674.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70632.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2552.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128651.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -688.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24573.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2976.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44644.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1620.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57149.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1364.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21549.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 467.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38292.55999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1860.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111850.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3619.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arch Capital Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0450A1053 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21723.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 568.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22807.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2005.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05534B760 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129071.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 372399.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19669.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108995.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 750.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65745.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3553.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regions Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43986.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1096.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamato Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3940000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23056.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -828.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00206R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40111.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 543.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 374286.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -36993.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 378990.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 982.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Metal Mining Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3402600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77002.00999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2267.67999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44915.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2671.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132467.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3200.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49374.87999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4994.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010063308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27380.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -588.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3240400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24494.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1504.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PerkinElmer, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55033.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8776.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143038.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2355.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81700.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1297.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| London Stock Exchange Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0SWJX34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182474.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1591.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05352A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89402.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3021.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 156782104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 296237.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3279.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 236824.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3586.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011334468 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74281.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4267.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179915.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5987.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64521.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -832.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Duke Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61699.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -686.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 364213.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39916.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 228368106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82401.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3708.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westpac Banking Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WBC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83740.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1771.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59162N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61090.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2984.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Direct Line Insurance Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BY9D0Y18 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24442.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -324.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155387.85999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4514.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 631103108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126229.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5462.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Natural Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136385101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74215.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2384.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FirstService Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33767E202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30733.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1358.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134663.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -128.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173516115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186999.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1879.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kirkland Lake Gold Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49741E100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 199228.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1494.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chewy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30132.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2235.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33633.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 510.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101898.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2393.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118519.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1840.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42809H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18727.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 475.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryman Healthcare Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZRYME0001S4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20702.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -72.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76299.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1842.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3877600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14469.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -376.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smurfit Kappa Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B1RR8406 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13539.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 456.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Advanced Micro Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 007903107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120207.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21802.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bausch Health Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071734107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77119.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1418.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marathon Petroleum Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56585A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22971.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -403.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68176.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1104.36999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000184798 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100447.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3312.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JD Sports Fashion plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYX91H57 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78175.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 227167.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6633.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41680.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1621.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68389X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 283553.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2928.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48899.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 624.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verizon Communications, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30679.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -423.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42397.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -520.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96556.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4528.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roper Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 776696106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134135.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1294.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59763.51999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5655.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52241.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3327.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51992.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2584.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABB Ltd. (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191638.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2380.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45784P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57616.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3981.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58378.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2512.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115246.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4004.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products & Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 706038.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7108.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brother Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 114813108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2035.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -43.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111388.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2345.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70419.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3191.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127961.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2101.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127720.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1051.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui Fudosan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65484.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3292.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 236948.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -522.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108115.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4631.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suzuki Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3397200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20342.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -381.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 852234103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71705.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3509.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83728.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3906.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60006.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1459.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roche Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98509.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1455.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swatch Group AG (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012255151 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81060.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5464.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFRT3W74 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36608.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -192.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GoDaddy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 380237107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20543.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -80.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87568.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1084.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265902.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12048.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 615369105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43616.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 145.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Broadridge Financial Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11133T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56731.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -925.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BHP4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76907.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3078.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zillow Group, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126024.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -740.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385980002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77095.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2129.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Sanso Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19922.43999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -304.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24829.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -859.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwool International A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010219153 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30776.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -778.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sonova Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012549785 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193961.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4816.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95910.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -450.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| S&P Global, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78409V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74168.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2975.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 362444.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1504.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3546800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81502.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -762.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erste Group Bank AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000652011 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81841.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4336.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hitachi Construction Machinery Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3787000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8476.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 425.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assicurazioni Generali SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000062072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16189.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27140.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -193.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fair Isaac Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303250104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69680.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 609.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ivanhoe Mines Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192377.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4360.18999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UBS Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0244767585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 250283.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18025.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452327109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53541.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3592.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hargreaves Lansdown plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61374.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1257.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012280076 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90846.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3655.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| State Street Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 857477103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122867.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7289.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48169.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3687.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nisshin Seifun Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3676800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22571.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 871.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200322.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16903.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B10RZP78 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 212480.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7363.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33969.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1108.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| a2 Milk Co. Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZATME0002S8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23126.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4114.97999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060227585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122045.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3505.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HeidelbergCement AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006047004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20647.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 236.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 177526.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12784.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25682.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1675.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169919.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1497.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70546.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3553.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 330558.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10169.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Compass Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD6K4575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20200.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1021.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 202038.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11977.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140218.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12506.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Handelsbanken AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21445.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 772.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FleetCor Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339041105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184369.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1006.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113194.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10388.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carl Zeiss Meditec AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005313704 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62136.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6138.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Suisse Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48710.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -202.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Energy AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000825820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179626.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9276.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hexagon AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015961909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110197.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6920.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225122.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2446.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168246.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4688.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28188.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -195.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92296.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1254.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bristol-Myers Squibb Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118161.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -766.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clariant AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012142631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200566.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1561.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atco Ltd., Class I |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 046789400 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45166.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1010.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51341.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -693.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69355F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25919.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -134.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| British American Tobacco plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002875804 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86658.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3483.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novartis AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113655.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -68.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162197.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5964.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3388200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109459.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2392.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007164600 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23248.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -842.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FUJIFILM Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93291.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1759.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50713.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2092.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57214.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -517.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3304200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 185436.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 399.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89919.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1029.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Capital One Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14040H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31693.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 264.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reckitt Benckiser Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22337.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3409.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WW Grainger, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 384802104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241851.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7142.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123050.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7076.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98236.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 114.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005439004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42383.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 435.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72077.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1913.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0013121589 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45913.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -384.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monolithic Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 609839105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55258.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8579.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Renesas Electronics Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164720009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27134.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1391.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harmonic Drive Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3765150002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38721.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1794.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 848637104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1845.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -109.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19325.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 229.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67190.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6208.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 544.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113411.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -839.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 918204108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48841.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -267.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tradeweb Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892672106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22809.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -278.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33223.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1070.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010161896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51806.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 989.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31132.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1374.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77358.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1814.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56401.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7194.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90575.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12169.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123379.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7550.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118093.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15853.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 670346105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123575.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10216.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pembina Pipeline Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 706327103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56194.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2698.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Geberit AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0030170408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90318.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2613.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20873.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1210.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 199438.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -254.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63176.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1270.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 470745.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14352.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68647.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -248.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34389.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 355.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 252893.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4199.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162196.60999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7143.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TJX Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72663.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 781.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50553.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1837.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Boerse AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005810055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20691.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -468.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 880770102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13081.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 398.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citizens Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 174610105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141826.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9183.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 219350105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23525.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 724.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3720800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8252.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -135.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0744B38 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112882.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3370.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyson Foods, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902494103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127055.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -551.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG169621056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94165.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2341.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Odakyu Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3196000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59665.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3236.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B19NLV48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109844.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4058.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GFL Environmental, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36168Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59254.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4461.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Applied Materials, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99210.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4771.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46424.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1415.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kroger Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36019.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1646.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1KJJ408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200762.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11643.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0364749348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155515.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6395.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4903.22999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -60.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20119.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 817.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evonik Industries AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000EVNK013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26703.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38473.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1507.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Loblaw Cos. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 539481101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29698.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1737.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Temenos AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012453913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80218.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1011.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 209219.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4061.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172926.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16703.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265634.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3113.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles River Laboratories International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 159864107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26449.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1610.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39773.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 735.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2B0DG97 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31598.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1180.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000235190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21947.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -990.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coupa Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22266L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74431.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3117.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83293.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -240.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caesars Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12769G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19219.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1564.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169376.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -587.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41222.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2304.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 86771W105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51910.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5742.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82708.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 338.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown & Brown, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69958.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1118.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61189.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6268.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sompo Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70281.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1194.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005239360 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21075.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1156.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stora Enso OYJ, Class R |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005961 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94770.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2039.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20976.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 327.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson and Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43989.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1570.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Telekom AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005557508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30238.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1248.35999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130452 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85633.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -906.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22952.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -206.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 493267108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43153.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1097.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES06445809M0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1984.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115048.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1736.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97526.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1787.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daito Trust Construction Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3486800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105740.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5235.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ballard Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 058586108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152827.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7799.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie de Saint-Gobain |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 254820.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8151.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3801600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103655.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2345.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186542.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13725.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citrix Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 177376100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62767.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8871.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 20825C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60937.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1108.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41534.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2021.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20620.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Aviation SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121725 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23813.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1273.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honeywell International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 438516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117362.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -491.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03662Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44952.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1982.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GN Store Nord A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272632 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23047.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -593.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yara International ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010208051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70521.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4312.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1EWWW0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118685.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3832.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mosaic Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5277.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 118.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110292.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2874.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smiths Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1WY2338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41095.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 614.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16450.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2722.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62017.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1060.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25252.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 319846.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6479.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42524.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -411.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travelers Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21593.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 161.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890350006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161803.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2193.42999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172381.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5351.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108227 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42677.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1113.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196594.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14111.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty Formula One, Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224466.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5739.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Philips NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009538 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57129.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -414.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46843.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1822.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139320.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1897.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Research Institute Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38615.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -706.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192304.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3934.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFY8C754 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79115.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4141.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126408103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37361.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 589.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051732 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72116.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2127.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25205.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1257.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002162385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21101.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -361.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essity AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148047.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2413.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 205133.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16085.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217311.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4880.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48421.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19411.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 591.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010096985 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27777.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -419.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 311900104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25413.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 575.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83457.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1339.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216784.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5781.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essential Utilities, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 456226.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13653.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42354.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1625.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52455.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1158.11999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146577.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7706.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30974.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1155.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedbank AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000242455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49170.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -965.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85536.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 509.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127563.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3968.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Z Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3933800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56558.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4296.39999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25548.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 538.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1CRLC47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97421.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2127.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49963.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 447.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000S320 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25962.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 231.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775711104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30932.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2259.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daifuku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3497400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44804.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 192.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55261F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69200.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3794.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93038.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 258.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23283.43999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -49.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3443600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67402.75999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2513.94999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27065.91999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -249.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maxim Integrated Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57772K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51153.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 573.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3249600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43254.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -744.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Norfolk Southern Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655844108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19079.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -412.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19753.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -307.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20971.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 99.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140293.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3110.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aon plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLP1HW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15341.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1697.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 359543.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14814.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141698.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3574.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162980.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2966.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0118900010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171403.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3113.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 195616.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2433.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IAC/InterActiveCorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73999.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -522.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank Hapoalim BM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0006625771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25672.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -464.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Leidos Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 525327102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56934.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -518.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64743.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2374.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130823.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8927.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Martin Marietta Materials, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 573284106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57764.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1060.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43639.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1172.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Steel Dynamics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 858119100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84493.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3710.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 185301.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -921.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Newcrest Mining Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NCM7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26092.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 668.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28878.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -444.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Intecc Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3110650003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65033.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4333.43999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BASF111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28131.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -491.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3102000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4048.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -318.58999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Groupe Bruxelles Lambert SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003797140 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21873.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 461.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0014332678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18987.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1230.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Etablissements Franz Colruyt NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974256852 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9950.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 177.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81051.28999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3136.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59692.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1026.60999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166473.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4491.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61199.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1330.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19527.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -659.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114021.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3494.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Davide Campari-Milano NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015435975 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57499.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3192.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| George Weston Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 961148509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46977.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2567.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 300636.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7686.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hershey Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67258.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -229.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39578.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -641.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135721.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1346.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LyondellBasell Industries NV, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009434992 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25726.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 432.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH0P3Z91 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109820.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5079.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Imperial Brands plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004544929 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4217.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -109.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45272.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 570.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 498165.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17043.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77188.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1144.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50721.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2487.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24452.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -730.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 036752103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21888.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 690.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00287Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65593.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 496.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71703.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2587.48999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McCormick & Co., Inc. (Non-Voting) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 579780206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54542.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1879.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86587.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4611.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BioMarin Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09061G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241392.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8934.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Microchip Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175322.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6945.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3205800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24084.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 595.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54796.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 425.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyowa Kirin Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3256000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22785.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1204.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LEG Immobilien SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000LEG1110 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42988.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 637.79999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22818.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -145.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25636.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2392.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36650.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1765.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 594387.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5859.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76790.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rogers Communications, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775109200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21794.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1207.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025932104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52619.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -416.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cloudflare, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 18915M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32385.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4357.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B8KQN827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23865.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -631.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43837.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 135.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38868.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -474.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66739.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8557.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 293313.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18787.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165770.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3148.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Parker-Hannifin Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 701094104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151958.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2819.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36648.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 486.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18132.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1151.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke DSM NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36284.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1345.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1DAHH0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23571.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -404.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AGL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112225.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12991.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi UFJ Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157952.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2767.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25866.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 839.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71555.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1520.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58671.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2282.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Investor AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015811963 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 258987.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4903.47999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 369604103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66420.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -974.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34511.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -427.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwest Airlines Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72243.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1801.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182862.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11972.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3845770001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125959.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3535.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32610.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 313.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLGZ9862 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 297310.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33490.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1977.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Equitable Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29452E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44421.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2043.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110510.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1579.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34852.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -141.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57060D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50368.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2173.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159814.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5706.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hankyu Hanshin Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3774200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26613.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1324.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MonotaRO Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3922950005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39104.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1111.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Galp Energia SGPS SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTGAL0AM0009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113646.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5340.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3977400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27869.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1064.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88836.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1530.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3732000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22204.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 591.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148199.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8493.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119273.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5167.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45167R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51231.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -452.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25905.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3980.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nihon M&A Center, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689050007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61267.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -96.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3112000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230920.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2225.42999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tractor Supply Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117966.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5242.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119282.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1292.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 96145D105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22931.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98936J101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69180.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2840.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gildan Activewear, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375916103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63466.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 616.05999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060534915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 710670.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36728.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145370.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -143.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45277.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 477.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Murata Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3914400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74687.14999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 82.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19304.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -589.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158959.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13038.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Voya Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929089100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36901.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1014.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106422.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1635.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003128367 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 237290.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5024.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96302.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 996.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69883.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 672.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 300321.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15342.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85275.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2544.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48938.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -79.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127822.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2675.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109041.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3975.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 204569.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5366.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100360.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -979.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3108600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38581.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1780.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 295715.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31492.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1ML7J1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62983.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1889.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Water Works Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158542.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3728.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147509.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -441.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010208488 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26910.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -514.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188185.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1380.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3116000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76490.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2253.98999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CMS Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125896100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133095.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -603.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atmos Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81336.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1839.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortune Brands Home & Security, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34964C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112382.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1141.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38441.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 202.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70181.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3697.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169707.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15484.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33614.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2016.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electronic Arts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113008.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1020.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thermo Fisher Scientific, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 883556102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37800.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1787.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ashtead Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46693.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1927.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44998.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1022.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12541W209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9897.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -529.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75308.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1209.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 401913.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22376.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003242622 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6507.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 150.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20576.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 436.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46807.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 60.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3573000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47321.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 322.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Facebook, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30303M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22090.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 734.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Principal Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74251V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32804.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 279.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teck Resources Ltd., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 878742204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44833.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 429.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tokyo Electric Power Co. Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3585800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12526.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1780.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Fraser Timber Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 952845105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9540.04999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 61.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68460.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1283.33999999 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oak Street Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67181A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69659.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8298.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68500.17999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3039.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Energy AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENER6Y0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72936.25999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -45.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43289.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -368.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100627.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1726.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Motorola Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 620076307 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75013.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 432.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235463.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1600.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100919.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2851.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 294429105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31011.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1178.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77745.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 686.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 295415.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -32365.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chocoladefabriken Lindt & Spruengli AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010570767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 246508.79999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14544.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95496.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1620.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkshire Hathaway, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 084670702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230145.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1182.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87524.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1368.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dentsply Sirona, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 24906P109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21793.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1399.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61868.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3564.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112586.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4689.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64672.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12220.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002634946 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73424.63999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5530.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29699.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3965400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36349.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1418.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46747.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1794.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65473P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71585.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2283.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinnacle West Capital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 723484101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81294.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 924.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43698.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -352.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| STMicroelectronics NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000226223 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25103.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1557.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38514.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3249.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76574.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -752.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trane Technologies plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51513.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2889.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116776.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -584.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124842.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5232.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DISH Network Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25470M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65348.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2557.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73650.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 487.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Konami Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3300200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27692.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 980.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 272572.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18707.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80010.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -514.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| VMware, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928563402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30133.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 546.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126881561 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19582.66999999 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -441.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274351.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10538.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007980591 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151180.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3745.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baker Hughes Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142605.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2498.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tele2 AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0005190238 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31919.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Freeport-McMoRan, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74752.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7279.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136116.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7259.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| Multiple - See Part E |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| N/A |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Month |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Month |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2023-02-15 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -138645.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 105454.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828XL9 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828XL95 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828XL9 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 294006.44000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 326262.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.151059917108 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-07-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| U.S. Treasury 10 Year Note |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TYU120214 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TYU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 251.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 526265.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.243661217678 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| United States of America |
| Title of issue.
| U.S. Treasury 10 Year Note |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 912828Y79 |
| iii. Expiration date.
| 2021-09-21 |
| iv. Aggregate notional amount or contract value on trade date.
| 33767343.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 526265.50000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 91282CBF7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US91282CBF77 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 91282CBF7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 244049.96000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 276230.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.127895045646 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2031-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| SOP |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWM5FK71 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 17724000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 49.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000022950937 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-interest rate
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swaption |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swaption
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank NA |
| LEI (if any) of counterparty. | E57ODZWZ7FF32TWEFA76 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Swaption |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 1.82000000 |
| vi. Exercise Price Currency Code
|
United States Dollar
|
| vii. Expiration date.
| 2021-08-13 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -168923.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23185 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -943.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00043688732 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank |
| LEI (if any) of counterparty. | 7LTWFZYICNSX8D621K86 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 219938.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6111000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -943.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 219938.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6111000.00000000 |
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -943.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 9128285W6 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9128285W63 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 9128285W6 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 302775.24000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 359691.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.166537349624 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 23177 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -38826.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.01797665394 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 20859000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1002807.13000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -38826.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 20859000.00000000 |
| Description of currency sold.
|
Mexico Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1002807.13000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -38826.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384036 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 13573.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.006284741730 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815350.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611918.54000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13573.94000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 815350.00000000 |
| Description of currency sold.
|
Australia Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 611918.54000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 13573.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United Kingdom of Great Britain and Northern Ireland |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| ECTRVYYCEF89VWYS6K36 |
| c. Title of the issue or description of the investment.
| U.K. Treasury Inflation Linked Bonds |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B3Y1JG82 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRSDBR505 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 48324.72000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 85450.83000000 |
| Exchange rate.
| 0.71942446 |
| Percentage value compared to net assets of the Fund.
| 0.039563781569 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
Non-U.S. sovereign
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2029-03-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| ETRSI |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWPVJQR7 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 417124741.92000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Taiwan New Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -422611.90000000 |
| Exchange rate.
| 27.96500000 |
| Percentage value compared to net assets of the Fund.
| -0.19566954352 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Swap |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International & Co. |
| LEI (if any) of counterparty. | AHYI0DDQ2LCHPGHJC422 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| TAIEX Index Futures |
| Index identifier, if any.
| TAIEX Index Futures |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| N/A |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 0 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 0 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: Fixed rate.
| 0.00000000 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 417124741.92000000 |
| ii. Termination or maturity date.
| 2021-08-18 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 417124741.92000000 |
| ISO Currency Code.
| TWD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -422611.90000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22525 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 47059.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.021788685657 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley & Co. International |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1427000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1741315.44000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 47059.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1427000.00000000 |
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 1741315.44000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 47059.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 22492 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1351262.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.625635206432 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 39906369000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 35937114.68000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1351262.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 39906369000.00000000 |
| Description of currency sold.
|
Korea (South) Won
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 35937114.68000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-09-15 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1351262.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Silver |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | SIU120210 |
| Description of other unique identifier.
| Inhouse Asset ID |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | SIU1 Comdty |
| Description of other unique identifier.
| Future Ticker |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 4.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -11726.28000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00542927412 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-commodity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Future |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | CME Clearing House |
| LEI (if any) of counterparty. | LCZ7XYGSLJUHFXXNXD88 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
| Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| N/A |
| Title of issue.
| Silver |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | N/A |
| iii. Expiration date.
| 2021-09-28 |
| iv. Aggregate notional amount or contract value on trade date.
| 510940.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11726.28000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 384041 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 5741.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.002658137106 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
| OTHER |
| If "other", provide a brief description.
| Forward Foreign Currency Contract |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | UBS |
| LEI (if any) of counterparty. | BFM8T61CT2L1QCEMIK50 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 943080.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 761656.47000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5741.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 943080.00000000 |
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 761656.47000000 |
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
| 2021-08-03 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5741.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Inflation Linked Notes |
| d. CUSIP (if any).
| 912828H45 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912828H458 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 912828H45 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 263677.28000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 287681.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.133196545511 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other”, provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2025-01-15 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
