NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
33216
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-27655.51000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00625667042
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
2013487.02000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1824750.00000000
|
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-27655.51000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
2013487.02000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1824750.00000000
|
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-27655.51000000
|
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.
|
OMXS30 Index
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
SE0014613105
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
OMXV20
|
| 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 |
QCV0 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
|
136.00000000
|
| 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.
|
15382.34000000
|
| Exchange rate.
|
8.95585000
|
| Percentage value compared to net assets of the Fund.
|
0.003480038217
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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).
|
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.
|
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.
|
2020-10-16
|
| iv. Aggregate notional amount or contract value on trade date.
|
24905000.00000000
|
| ISO Currency Code.
|
Sweden Krona
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
15382.34000000
|
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.
|
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 |
33323
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-2613.88000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00059135361
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
261225.64000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
220186.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2613.88000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
261225.64000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
220186.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2613.88000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
33539
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
1291.49000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000292181459
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
83150.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
98952.41000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
1291.49000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
83150.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
98952.41000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
1291.49000000
|
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).
|
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 |
33317
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-4372.80000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00098928453
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
507413.20000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
669587.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-4372.80000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
507413.20000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
669587.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-4372.80000000
|
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 |
33740
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
4433.30000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.001002971812
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
237570.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
283462.83000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
4433.30000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
237570.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
283462.83000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
4433.30000000
|
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.
|
Total Return Basket Swap
|
| d. CUSIP (if any).
|
000000000
|
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 |
5019996000 USD
|
| Description of other unique identifier.
|
Inhouse Account Number
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
248393038.58000001
|
| 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.
|
-1841385.65000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.41658762154
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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. |
JPMorgan Chase Bank
|
| 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.
|
N/A
|
| 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.
|
Rec/pay the total return of custom basket plus Fed +/- spread (-2.21% to 0.20%). USD Currency. Maturity 53-62 Months 01/22/25 to 09/18/25
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
70975L107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1905895.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
48044.50000000
|
| 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. |
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).
|
1776415.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
70345.88000000
|
| 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. |
89531P105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1981172.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-88820.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
World Fuel Services Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
981475106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1723488.65000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-345673.75000000
|
| 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). |
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).
|
874703.19000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25547.54000000
|
| 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. |
194014106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
874724.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
91210.11000000
|
| 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).
|
2027207.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-15112.30000000
|
| 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).
|
1102192.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-110370.60000000
|
| 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. |
880779103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
599695.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-71864.32000000
|
| 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. |
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).
|
2475207.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
116910.31000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Guardant Health, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
40131M109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1282004.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-126503.07000000
|
| 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. |
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).
|
650114.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9984.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dycom Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
267475101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1624584.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
88887.73000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Prestige Consumer Healthcare, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74112D101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
500010.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7550.95000000
|
| 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. |
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).
|
464913.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
106872.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Carlisle Cos., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
142339100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
734342.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21543.59000000
|
| 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. |
443510201
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
552559.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25439.40000000
|
| 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).
|
1254435.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1423.73000000
|
| 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. |
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).
|
194382.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
15338.10000000
|
| 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. |
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).
|
110432.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1662.54000000
|
| 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. |
00766T100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
143511.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5796.70000000
|
| 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).
|
711737.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21249.40000000
|
| 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. |
361448103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1108293.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
37030.05000000
|
| 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. |
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).
|
365033.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5575.79000000
|
| 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).
|
1804785.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-253128.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
HealthEquity, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
42226A107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1886100.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31942.92000000
|
| 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).
|
253532.02000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14697.69000000
|
| 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. |
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).
|
2095891.89000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-36167.61000000
|
| 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).
|
476641.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
14284.20000000
|
| 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. |
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).
|
275454.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1873.40000000
|
| 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. |
980745103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
794145.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
50921.98000000
|
| 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. |
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).
|
1705815.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-55288.33000000
|
| 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).
|
334367.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9252.96000000
|
| 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. |
942622200
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1124625.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20909.57000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Littelfuse, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
537008104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1433261.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19477.62000000
|
| 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).
|
2178081.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-113036.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
GrafTech International Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
384313508
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
628247.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-96441.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
TransDigm Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
893641100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1251941.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
115650.15000000
|
| 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).
|
571343.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3065.52000000
|
| 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).
|
238063.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-51.96000000
|
| 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).
|
1426415.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
203927.00000000
|
| 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).
|
3698593.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-54073.00000000
|
| 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).
|
491484.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7255.28000000
|
| 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).
|
1382641.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3353.46000000
|
| 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).
|
555857.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-55018.74000000
|
| 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. |
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).
|
1985954.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
41332.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Reata Pharmaceuticals, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
75615P103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
619396.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
37766.52000000
|
| 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. |
74838J101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
822016.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
182216.61000000
|
| 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. |
26884L109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
213952.71000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-27302.55000000
|
| 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).
|
554009.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4840.21000000
|
| 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).
|
1310921.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
129193.92000000
|
| 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. |
428291108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
454132.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79997.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Northrop Grumman Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
666807102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1491952.21000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-134067.15000000
|
| 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).
|
581181.55000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27508.73000000
|
| 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. |
576323109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
172935.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10613.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bluebird Bio, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09609G100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
608286.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
22211.75000000
|
| 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. |
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).
|
215212.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1548.88000000
|
| 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).
|
1264718.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4135.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Agios Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00847X104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
865725.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
90777.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Timken Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
887389104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1819731.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-87261.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Globus Medical, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
379577208
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
100872.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6640.62000000
|
| 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. |
50187A107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1253678.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-56502.84000000
|
| 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. |
90353W103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1142620.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-87688.24000000
|
| 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). |
CH0048265513
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
176746.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
66392.24000000
|
| 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).
|
923721.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18997.13000000
|
| 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. |
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).
|
2047777.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
147918.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Armstrong World Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
04247X102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
255353.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4564.53000000
|
| 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. |
30161Q104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
900591.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-91716.66000000
|
| 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).
|
654424.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31966.55000000
|
| 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. |
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).
|
823468.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18430.81000000
|
| 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. |
053807103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2059473.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-133897.68000000
|
| 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. |
384109104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
460738.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2403.20000000
|
| 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).
|
646956.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
54653.84000000
|
| 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. |
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).
|
929943.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
41234.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Ionis Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
462222100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
995880.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
80593.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Spirit AeroSystems Holdings, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
848574109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
294163.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
28778.60000000
|
| 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. |
171779309
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
513231.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-18620.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Premier, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74051N102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
524262.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-15010.86000000
|
| 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).
|
401420.69000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40574.71000000
|
| 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).
|
396389.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-52173.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Acuity Brands, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00508Y102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
759846.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-28953.60000000
|
| 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. |
45073V108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1325141.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-97618.35000000
|
| 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).
|
1595019.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-39683.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Equitrans Midstream Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
294600101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
738312.66000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
71562.22000000
|
| 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).
|
425039.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20962.25000000
|
| 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).
|
798326.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79781.38000000
|
| 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. |
001084102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1674268.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-44860.57000000
|
| 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. |
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).
|
1156114.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
26049.18000000
|
| 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).
|
1897475.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
21793.95000000
|
| 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. |
16359R103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
550961.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1617.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Pure Storage, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74624M102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1204575.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-41483.10000000
|
| 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).
|
465941.62000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1750.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PRA Health Sciences, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
69354M108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1559437.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25672.91000000
|
| 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. |
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).
|
796628.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-34969.00000000
|
| 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).
|
3584705.33000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
160103.41000000
|
| 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. |
00912X302
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
286138.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31025.94000000
|
| 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. |
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).
|
499590.09000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1209.09000000
|
| 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. |
62886E108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
224964.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
14733.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Helmerich & Payne, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
423452101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
393293.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-51275.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Haemonetics Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
405024100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
489385.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20024.13000000
|
| 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). |
IE00BGH1M568
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
109036.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5866.25000000
|
| 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. |
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).
|
552873.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3900.48000000
|
| 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. |
92552V100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1705606.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
56539.44000000
|
| 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).
|
761088.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-16440.66000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CommScope Holding Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
20337X109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
76914.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6623.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
General Dynamics Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
369550108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
488796.33000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21750.96000000
|
| 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).
|
650493.51000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18049.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Trinity Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
896522109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1164481.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
66285.87000000
|
| 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. |
343412102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
169839.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
11374.02000000
|
| 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. |
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).
|
853360.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-35411.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Donaldson Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
257651109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
424835.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21324.16000000
|
| 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).
|
33374.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1055.34000000
|
| 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. |
116794108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
153554.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2742.73000000
|
| 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).
|
64162.07000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
647.50000000
|
| 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. |
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).
|
1315137.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21954.79000000
|
| 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. |
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).
|
338286.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8092.48000000
|
| 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. |
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).
|
728293.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13406.16000000
|
| 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).
|
406228.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
28127.77000000
|
| 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).
|
34411.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4129.61000000
|
| 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).
|
431647.31000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23172.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
WPX Energy, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
98212B103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
642708.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-17051.45000000
|
| 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. |
192479103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1049952.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11263.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Avanos Medical, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05350V106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
464847.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1399.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lincoln Electric Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
533900106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
248600.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3646.35000000
|
| 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. |
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).
|
102858.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
876.00000000
|
| 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).
|
300389.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6300.08000000
|
| 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).
|
121588.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2017.80000000
|
| 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. |
58502B106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
307594.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-42322.56000000
|
| 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).
|
115715.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12977.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dell Technologies, Inc., Class C
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
24703L202
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
92396.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1542.45000000
|
| 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).
|
35633.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-925.12000000
|
| 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. |
15872M104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
630075.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
130115.70000000
|
| 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).
|
394509.57000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
25239.97000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Patterson Cos., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
703395103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
581364.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6557.00000000
|
| 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).
|
280536.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14530.95000000
|
| 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. |
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).
|
213905.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
729.36000000
|
| 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).
|
1071640.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-183.50000000
|
| 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).
|
101738.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8328.32000000
|
| 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. |
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).
|
114687.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-869.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
nVent Electric plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BDVJJQ56
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1031380.07000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-74627.84000000
|
| 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).
|
890479.59000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
164574.15000000
|
| 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).
|
1436776.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-100446.72000000
|
| 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. |
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).
|
2142812.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-16925.85000000
|
| 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).
|
214068.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4268.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Univar Solutions, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
91336L107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
509995.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-59519.61000000
|
| 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. |
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).
|
424626.51000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3517.47000000
|
| 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. |
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).
|
2683227.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-101930.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
United Therapeutics Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
91307C102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1240381.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-69633.27000000
|
| 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).
|
207480.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7466.92000000
|
| 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).
|
1006210.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-48785.22000000
|
| 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. |
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).
|
282579.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
46388.01000000
|
| 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).
|
315131.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2170.56000000
|
| 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). |
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).
|
441708.33000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
11732.76000000
|
| 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. |
224399105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1651232.07000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-147896.11000000
|
| 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). |
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).
|
129077.55000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6616.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
FLIR Systems, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
302445101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
5341.65000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-34.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
National Oilwell Varco, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
637071101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
84031.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25877.25000000
|
| 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. |
883203101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
60667.29000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5076.62000000
|
| 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).
|
842820.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
79858.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Allison Transmission Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
01973R101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1327800.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40808.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Axon Enterprise, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05464C101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
471640.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-40924.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Xerox Holdings Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
98421M106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1259410.69000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-47638.87000000
|
| 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).
|
98124.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2169.36000000
|
| 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. |
651587107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1913911.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-133904.45000000
|
| 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).
|
452936.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8381.03000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Immunomedics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
452907108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
829977.83000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3025.91000000
|
| 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).
|
513796.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
11189.92000000
|
| 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).
|
222994.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1652.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Raytheon Technologies Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
75513E101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
394033.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-36088.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lumentum Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
55024U109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
321481.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-18142.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NetScout Systems, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
64115T104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
528940.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
22291.60000000
|
| 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. |
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).
|
339369.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12143.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Seattle Genetics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
812578102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
455762.01000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-46649.87000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
BWX Technologies, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05605H100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
483702.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18124.90000000
|
| 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. |
29275Y102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
265258.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10709.92000000
|
| 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). |
GB00BYMT0J19
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
193001.49000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
640.35000000
|
| 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. |
670704105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
217593.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19264.00000000
|
| 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. |
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).
|
1024466.19000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11001.54000000
|
| 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).
|
406198.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7902.80000000
|
| 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).
|
292220.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4345.39000000
|
| 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. |
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).
|
46869.16000000
|
| 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.
|
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).
|
27918.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1300.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Integra LifeSciences Holdings Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
457985208
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
469650.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6663.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Syneos Health, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87166B102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
44654.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1327.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Mercury Systems, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
589378108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1367866.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-62689.45000000
|
| 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. |
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).
|
180113.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8484.56000000
|
| 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. |
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).
|
3559332.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
104265.57000000
|
| 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).
|
542237.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2130.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cimarex Energy Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
171798101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
143060.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11407.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Global Blood Therapeutics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
37890U108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
715662.06000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6100.13000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Alexion Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
015351109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2479583.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6500.70000000
|
| 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).
|
1568792.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-63389.37000000
|
| 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. |
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).
|
1320043.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-100540.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
ICU Medical, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
44930G107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
563814.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-38038.05000000
|
| 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. |
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).
|
114105.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3381.00000000
|
| 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. |
077454106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
492038.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
23084.06000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Tandem Diabetes Care, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
875372203
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
652057.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-38430.89000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Valmont Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
920253101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2111.06000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
53.55000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Iovance Biotherapeutics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
462260100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
225205.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18675.93000000
|
| 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).
|
3569450.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
49029.73000000
|
| 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).
|
1284895.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-41668.10000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cantel Medical Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
138098108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
390406.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27543.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
MSC Industrial Direct Co., Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
553530106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1339321.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-34075.65000000
|
| 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). |
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).
|
141475.01000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2961.43000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Regal Beloit Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
758750103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2428416.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-167896.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Quanta Services, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74762E102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1631206.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8640.52000000
|
| 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. |
902104108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2565866.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-168906.87000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Ligand Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
53220K504
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1587173.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19481.67000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Curtiss-Wright Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
231561101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1386682.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-84901.99000000
|
| 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. |
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).
|
2335315.31000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-17807.53000000
|
| 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. |
023436108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1116186.03000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6090.09000000
|
| 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. |
466313103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1716768.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
64641.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lockheed Martin Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
539830109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2303896.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-76099.26000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Adaptive Biotechnologies Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00650F109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1291612.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-99865.60000000
|
| 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).
|
867634.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-91848.84000000
|
| 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).
|
1009225.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
48406.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Virgin Galactic Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92766K106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1015440.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-108250.25000000
|
| 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). |
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).
|
1534170.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57428.07000000
|
| 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). |
NL0011031208
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
612642.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-54943.63000000
|
| 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).
|
969189.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
33218.60000000
|
| 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. |
759916109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
698011.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8657.73000000
|
| 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. |
688239201
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
783363.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-59791.38000000
|
| 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. |
67011P100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
114262.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31208.32000000
|
| 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. |
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).
|
725472.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
68416.04000000
|
| 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).
|
752354.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-28747.40000000
|
| 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).
|
544611.65000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9915.85000000
|
| 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. |
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).
|
688982.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-16046.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
HollyFrontier Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
436106108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
440045.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57154.56000000
|
| 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. |
60770K107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
360471.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14571.70000000
|
| 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).
|
551247.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-80524.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
L3Harris Technologies, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
502431109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
259515.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23836.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Seagate Technology plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00B58JVZ52
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
396524.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1411.55000000
|
| 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).
|
262810.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3872.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
InterDigital, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
45867G101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
105332.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3858.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Tenet Healthcare Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
88033G407
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
150515.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-32363.07000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Middleby Corp. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
596278101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
48712.53000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2356.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Eli Lilly and Co.
|
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).
|
137954.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4147.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Goldman Sachs Group, Inc. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
38141G104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
192931.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5894.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Parsley Energy, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
701877102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
381672.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
35068.22000000
|
| 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. |
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).
|
360178.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1628.82000000
|
| 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).
|
110849.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-399.56000000
|
| 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).
|
694208.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6483.33000000
|
| 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).
|
2399801.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-636965.34000000
|
| 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).
|
548663.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3776.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Targa Resources Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87612G101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
313247.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
43984.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
HD Supply Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
40416M105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1246066.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7251.60000000
|
| 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).
|
1401535.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10767.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PBF Energy, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
69318G106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
671414.31000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
168738.57000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
National Instruments Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
636518102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1456952.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-51829.97000000
|
| 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. |
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).
|
929166.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58649.08000000
|
| 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. |
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).
|
1171593.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-63732.24000000
|
| 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. |
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).
|
390169.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
13980.01000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Marathon Oil Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
565849106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
16229.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2341.12000000
|
| 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. |
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).
|
738144.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21758.18000000
|
| 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).
|
674534.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6290.10000000
|
| 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).
|
470927.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-42874.08000000
|
| 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).
|
233888.49000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3805.56000000
|
| 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. |
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).
|
244198.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-15868.16000000
|
| 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).
|
684505.69000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-62455.47000000
|
| 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. |
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).
|
1963191.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
95693.40000000
|
| 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).
|
269252.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3403.00000000
|
| 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).
|
297255.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9406.96000000
|
| 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). |
IE00B56GVS15
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
275708.23000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31281.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CNX Resources Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
12653C108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
48115.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8359.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Acceleron Pharma, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00434H108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
139537.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-10292.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cabot Oil & Gas Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
127097103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
372128.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
43943.80000000
|
| 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).
|
280660.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9769.65000000
|
| 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. |
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).
|
237953.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4305.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Concho Resources, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
20605P101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
385652.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-40383.42000000
|
| 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).
|
167280.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
342.37000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Nektar Therapeutics
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
640268108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1397657.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
315926.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
EchoStar Corp., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
278768106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
8711.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1316.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Acadia Healthcare Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00404A109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
812350.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12675.76000000
|
| 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). |
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).
|
1375434.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19533.15000000
|
| 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. |
037411105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
780176.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
243032.80000000
|
| 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. |
22304C100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
797953.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-97781.97000000
|
| 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).
|
164914.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9792.65000000
|
| 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).
|
620976.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
24844.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dolby Laboratories, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
25659T107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
251731.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
873.54000000
|
| 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).
|
1403087.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-33149.30000000
|
| 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).
|
799142.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
29290.70000000
|
| 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).
|
1400227.21000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-40994.15000000
|
| 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. |
891092108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
682345.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3657.60000000
|
| 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).
|
372115.87000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1485.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
EMCOR Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
29084Q100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
745351.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-32033.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Murphy Oil Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
626717102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
389135.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
73726.25000000
|
| 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).
|
258002.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3425.04000000
|
| 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. |
34354P105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
968549.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58205.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Arrowhead Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
04280A100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
651153.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40678.18000000
|
| 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).
|
374891.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7582.75000000
|
| 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).
|
1623387.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27779.40000000
|
| 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).
|
399670.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-52403.68000000
|
| 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. |
87162W100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2396006.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
126420.73000000
|
| 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).
|
1689206.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-35078.40000000
|
| 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. |
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).
|
2480398.93000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
201195.32000000
|
| 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).
|
1612528.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27985.02000000
|
| 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. |
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).
|
792100.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-78390.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hill-Rom Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
431475102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1053645.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3532.76000000
|
| 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. |
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).
|
1116200.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
14120.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Kennametal, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
489170100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
822301.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
127578.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sage Therapeutics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
78667J108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1405882.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23462.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Encompass Health Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
29261A100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
548691.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2195.44000000
|
| 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. |
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).
|
179188.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40536.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Vishay Intertechnology, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
928298108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2122844.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-29995.24000000
|
| 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.
|
Federal Funds
|
| Receipts: Floating rate Spread.
|
0.00200000
|
| Receipt: Floating Rate Reset Dates.
|
Month
|
| Receipt: Floating Rate Reset Dates Unit.
|
1
|
| Receipts: Floating Rate Tenor.
|
Month
|
| Receipts: Floating Rate Tenor Unit.
|
1
|
| 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.
|
Federal Funds
|
| Payments: Floating rate Spread.
|
0.00200000
|
| Payment: Floating Rate Reset Dates.
|
Month
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Month
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2025-01-22
|
| 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.
|
248393039.00000000
|
| ISO Currency Code.
|
USD
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1984727.75000000
|
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).
|
Limited Purpose Cash Investment Fund
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
549300GUQBQJ6160QP80
|
| c. Title of the issue or description of the investment.
|
Limited Purpose Cash Investment Fund
|
| d. CUSIP (if any).
|
90262Y729
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
US90262Y7296
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
S000056215
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
86836001.90100000
|
| 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.
|
86818634.70000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
19.64149581338
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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).
|
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 |
33365
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
1115.45000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000252354884
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
118784.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
140629.04000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
1115.45000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
118784.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
140629.04000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
1115.45000000
|
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).
|
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 |
33214
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
923.08000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000208833875
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
69802.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
76886.92000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
923.08000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
69802.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
76886.92000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
923.08000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
33573
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-8253.51000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00186724062
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
511295.42000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
669589.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8253.51000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
511295.42000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
669589.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8253.51000000
|
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 |
33260
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-417.71000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00009450101
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
61324.15000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
208402.00000000
|
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-417.71000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
61324.15000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
208402.00000000
|
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-417.71000000
|
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 |
33829
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-2861.56000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00064738772
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
256671.90000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
216098.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2861.56000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
256671.90000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
216098.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2861.56000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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).
|
9127963L1
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
US9127963L18
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
AQR12467137
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
6921000.00000000
|
| 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.
|
6919385.12000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
1.565413627331
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
2020-12-24
|
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.
|
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 |
AQR11592414
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
4904.86000000
|
| Units
|
Principal amount
|
| Description of other units.
|
|
| Currency. Indicate the currency in which the investment is denominated.
|
Singapore 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.
|
-61.19000000
|
| Exchange rate.
|
1.36505000
|
| Percentage value compared to net assets of the Fund.
|
-0.00001384337
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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. |
JPMorgan Chase Bank
|
| 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.
|
MSCI Singapore Net Return Index
|
| Index identifier, if any.
|
MSCI Singapore Net Return 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.
| 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.
|
1
|
| 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.
|
SOR
|
| Payments: Floating rate Spread.
|
0.20000000
|
| Payment: Floating Rate Reset Dates.
|
Month
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Month
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2020-12-18
|
| 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.
|
4904.86000000
|
| ISO Currency Code.
|
SGD
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-61.19000000
|
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).
|
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.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
3014482300 CHF
|
| Description of other unique identifier.
|
Inhouse Account Number
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
59569042.68000000
|
| 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.
|
451120.74000000
|
| Exchange rate.
|
0.92105000
|
| Percentage value compared to net assets of the Fund.
|
0.102059726655
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Morgan Stanley International
|
| LEI (if any) of counterparty. |
4PQUHN3JPFGFNF3BB653
|
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.
|
N/A
|
| 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.
|
Rec/pay the total return of custom basket plus SARON +/- spread (-0.88% to 0.35%). CHF Currency. Maturity 8-40 Months 05/12/21
|
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).
|
33564.29000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
309.81000000
|
| 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).
|
663257.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
17166.18000000
|
| 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).
|
921825.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19433.04000000
|
| 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).
|
2361248.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-217544.08000000
|
| 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).
|
533182.19000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-44763.71000000
|
| 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).
|
3363313.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-97939.05000000
|
| 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).
|
4111836.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
444197.91000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Belimo Holding AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0001503199
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
90600.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-439.28000000
|
| 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).
|
927931.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
57325.06000000
|
| 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). |
CH0130293662
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
237587.51000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4636.33000000
|
| 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).
|
980142.97000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19917.73000000
|
| 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).
|
3153161.89000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11009.01000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sulzer AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0038388911
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
126195.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11367.26000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
OC Oerlikon Corp. AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0000816824
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
379725.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-32409.26000000
|
| 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).
|
2545309.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31516.67000000
|
| 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). |
CH0360674466
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
222100.41000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5503.87000000
|
| 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).
|
94368.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
621.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
LafargeHolcim Ltd. (Registered)
|
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).
|
2783794.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-135545.10000000
|
| 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).
|
2861817.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
132768.24000000
|
| 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).
|
2967739.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-46216.65000000
|
| 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). |
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).
|
1318758.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
114203.48000000
|
| 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).
|
64926.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4898.05000000
|
| 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). |
AT0000A18XM4
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2653832.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
323373.84000000
|
| 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).
|
935492.57000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-16058.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dufry AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0023405456
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1492500.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
127493.57000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Helvetia Holding AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0466642201
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1008733.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57275.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cie Financiere Richemont SA (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0210483332
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
68687.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3584.11000000
|
| 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). |
CH0363463438
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1462569.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
64151.23000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Flughafen Zurich AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0319416936
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
248490.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
16509.73000000
|
| 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).
|
612960.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
32896.62000000
|
| 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).
|
967192.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
90782.20000000
|
| 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).
|
929406.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9055.87000000
|
| 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).
|
936360.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10701.65000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bucher Industries AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0002432174
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
206837.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4360.21000000
|
| 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).
|
284991.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
444.53000000
|
| 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).
|
171377.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-308.26000000
|
| 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).
|
1383809.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40139.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Tecan Group AG (Registered)
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0012100191
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
46250.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1963.19000000
|
| 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).
|
3901997.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-324047.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
SIG Combibloc Group AG
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0435377954
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
53826.89000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1213.11000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
dormakaba Holding AG
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0011795959
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1012525.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-42468.14000000
|
| 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). |
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).
|
2432772.21000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
220632.94000000
|
| 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). |
CH0126673539
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
89588.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-440.26000000
|
| 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).
|
318227.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21169.06000000
|
| 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). |
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).
|
2033618.63000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
59711.92000000
|
| 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).
|
785010.66000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4608.11000000
|
| 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).
|
4677048.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-316161.15000000
|
| 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). |
CH0311864901
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
112545.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5522.25000000
|
| 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.
|
SARON
|
| Receipts: Floating rate Spread.
|
0.00350000
|
| Receipt: Floating Rate Reset Dates.
|
Day
|
| Receipt: Floating Rate Reset Dates Unit.
|
1
|
| Receipts: Floating Rate Tenor.
|
Day
|
| Receipts: Floating Rate Tenor Unit.
|
1
|
| 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.
|
SARON
|
| Payments: Floating rate Spread.
|
0.00350000
|
| Payment: Floating Rate Reset Dates.
|
Day
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Day
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2021-05-12
|
| 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.
|
59569043.00000000
|
| ISO Currency Code.
|
USD
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
456088.84000000
|
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).
|
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 |
33397
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1228.06000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00027783131
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
175561.32000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
148430.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1228.06000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
175561.32000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
148430.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1228.06000000
|
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 |
33559
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-0.71000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00000016062
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
322201.61000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
449750.00000000
|
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-0.71000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
322201.61000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
449750.00000000
|
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-0.71000000
|
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 |
33622
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-2672.26000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00060456126
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
125154.33000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1095850.00000000
|
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2672.26000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
125154.33000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1095850.00000000
|
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2672.26000000
|
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).
|
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 |
33668
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1013.97000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00022939646
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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.
|
208134.99000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
176346.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1013.97000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
208134.99000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
176346.00000000
|
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
|
2020-12-16
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1013.97000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
News 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.
|
549300ITS31QK8VRBQ14
|
| c. Title of the issue or description of the investment.
|
News Corp., Class A
|
| d. CUSIP (if any).
|
65249B109
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
US65249B1098
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
USBAZZ1
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
11187.00000000
|
| 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.
|
156841.74000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.035483239171
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 |
33577
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
211.98000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000047957495
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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.
|
|
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).
