NPORT-P: Filer Information

Confidential Confidential is not checked
Filer CIK
0001444822 
Filer CCC
********  
Filer Investment Company Type
 
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Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

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Series ID
S000042050 
Class (Contract) ID
C000130630 
Class (Contract) ID
C000145946 
Class (Contract) ID
C000130629 

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
AQR Funds 
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-22235 
c. CIK number of Registrant
0001444822 
d. LEI of Registrant
549300V0TAB4ICSX2404 

e. Address and telephone number of Registrant.
Street Address 1
2 Greenwich Plaza 
Street Address 2
4th Floor 
City
Greenwich 
State, if applicable
 
Foreign country, if applicable
 
Zip / Postal Code
06830 
Telephone number
203-742-3600 

Item A.2. Information about the Series.

a. Name of Series.
AQR Style Premia Alternative Fund 
b. EDGAR series identifier (if any).
S000042050 
c. LEI of Series.
549300H47CIW5R9UN420 

Item A.3. Reporting period.

a. Date of fiscal year-end.
2020-12-31 
b. Date as of which information is reported.
2020-12-31 

Item A.4. Final filing

Does the Fund anticipate that this will be its final filing on Form N PORT? Yes is not checked Yes No is checked No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
797082461.80 
b. Total liabilities.
152304199.79 
c. Net assets.
644778262.01 

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000 
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
148210604.89 

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000 
Controlled companies.
0.00000000 
Other affiliates.
0.00000000 
Others.
0.00000000 
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000 
Controlled companies.
0.00000000 
Other affiliates.
0.00000000 
Others.
0.00000000 

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000 
(ii) On a standby commitment basis:
0.00000000 
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000 
f. Cash and cash equivalents not reported in Parts C and D.
9699969.41999999 

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

Currency Metric: 1
ISO Currency code
Australia Dollar  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-17407.94079402 
1 year.
70988.61733393 
5 years.
1812.37547007 
10 years.
-27415.44651648 
30 years.
-664.26637696 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-1738932.48766984 
1 year.
7109664.03536533 
5 years.
183232.66978998 
10 years.
-2621743.38668267 
30 years.
-66340.15569345 
Currency Metric: 2
ISO Currency code
Canada Dollar  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
38161.68806239 
1 year.
-142954.94169753 
5 years.
-54069.47767261 
10 years.
-15207.92183925 
30 years.
965.62530000 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
3812248.96415401 
1 year.
-14288859.88187580 
5 years.
-5357962.87455535 
10 years.
-1566919.23661403 
30 years.
96451.42620000 
Currency Metric: 3
ISO Currency code
Euro Member Countries  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-8077.50037999 
1 year.
44833.07390000 
5 years.
70594.07061191 
10 years.
138341.23868147 
30 years.
-1507.51892000 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-807241.66656000 
1 year.
4439920.64224000 
5 years.
7026690.92187346 
10 years.
13435957.40726400 
30 years.
-150424.62930000 
Currency Metric: 4
ISO Currency code
United Kingdom Pound  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-33201.98133161 
1 year.
37454.27026339 
5 years.
-83074.04427984 
10 years.
282564.43671257 
30 years.
5186.26325999 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-3315924.17955228 
1 year.
3946392.11856040 
5 years.
-8327808.89968669 
10 years.
26800344.41434140 
30 years.
517538.15261000 
Currency Metric: 5
ISO Currency code
Japan Yen  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-19502.50900219 
1 year.
109202.33769342 
5 years.
-120005.51582182 
10 years.
-304014.48824115 
30 years.
-3702.80735999 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
-1949614.81906987 
1 year.
10814171.51049700 
5 years.
-11628524.71045290 
10 years.
-29349246.00618730 
30 years.
-369481.77528000 
Currency Metric: 6
ISO Currency code
United States Dollar  

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
29473.99378624 
1 year.
-93882.82433766 
5 years.
-2766.71317036 
10 years.
-102153.12112332 
30 years.
-1430.93584000 

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Maturity period.
3 month.
2944498.68636162 
1 year.
-9471757.46808947 
5 years.
-222606.99640804 
10 years.
-9761370.24372196 
30 years.
-142906.02687000 

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Investment grade.
Maturity period.
3 month.
0.00000000 
1 year.
0.00000000 
5 years.
42435.86516840 
10 years.
201897.09713827 
30 years.
0.00000000 
Non-Investment grade.
Maturity period.
3 month.
0.00000000 
1 year.
0.00000000 
5 years.
0.00000000 
10 years.
0.00000000 
30 years.
0.00000000 

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.


Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

b. Did any securities lending counterparty provide any non-cash collateral? Radio button not checked Yes Radio button checked No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record: 1
Monthly total returns of the Fund for each of the preceding three months – Month 1.
-5.18294200 
Monthly total returns of the Fund for each of the preceding three months – Month 2.
-0.48231800 
Monthly total returns of the Fund for each of the preceding three months – Month 3.
2.10016900 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000130630 
Monthly Total Return Record: 2
Monthly total returns of the Fund for each of the preceding three months – Month 1.
-5.13595300 
Monthly total returns of the Fund for each of the preceding three months – Month 2.
-0.63692300 
Monthly total returns of the Fund for each of the preceding three months – Month 3.
2.24358300 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000145946 
Monthly Total Return Record: 3
Monthly total returns of the Fund for each of the preceding three months – Month 1.
-5.00756700 
Monthly total returns of the Fund for each of the preceding three months – Month 2.
-0.63898300 
Monthly total returns of the Fund for each of the preceding three months – Month 3.
2.25080100 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000130629 

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category.
Commodity Contracts
Monthly net realized gain(loss) – Month 1
6516434.58999999 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-9428748.75000000 
Monthly net realized gain(loss) – Month 2
1105669.45000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
18637054.49000000 
Monthly net realized gain(loss) – Month 3
15735373.94999999 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-8704445.09000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
6516434.58999999 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-7925250.15000000 
Monthly net realized gain(loss) – Month 2
5152986.92000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
11379386.44000000 
Monthly net realized gain(loss) – Month 3
13186219.44999999 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-10081021.19000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-1503498.60000000 
Monthly net realized gain(loss) – Month 2
-4047317.47000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
7257668.05000000 
Monthly net realized gain(loss) – Month 3
2549154.50000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
1376576.10000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Asset category.
Credit Contracts
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Asset category.
Equity Contracts
Monthly net realized gain(loss) – Month 1
-18573632.90000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-22417142.88000000 
Monthly net realized gain(loss) – Month 2
-30323277.55000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
7969479.78000000 
Monthly net realized gain(loss) – Month 3
-9132358.11000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
14547935.26000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
11049710.51000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
3916437.77000000 
Monthly net realized gain(loss) – Month 2
672578.29000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-24038286.31000000 
Monthly net realized gain(loss) – Month 3
-4546619.92000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
6176497.00000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
-29623343.41000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-26333580.65000000 
Monthly net realized gain(loss) – Month 2
-30995855.84000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
32007766.09000000 
Monthly net realized gain(loss) – Month 3
-4585738.19000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
8371438.26000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Asset category.
Foreign Exchange Contracts
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
6527402.20000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
282048.82000000 
Monthly net realized gain(loss) – Month 3
9917000.89000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-5776801.71000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
6527402.20000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
282048.82000000 
Monthly net realized gain(loss) – Month 3
9917000.89000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-5776801.71000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Asset category.
Interest Rate Contracts
Monthly net realized gain(loss) – Month 1
-1815392.12000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-7696924.47000000 
Monthly net realized gain(loss) – Month 2
2644621.39000001 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
1151201.80000000 
Monthly net realized gain(loss) – Month 3
-2929192.57000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
1169827.68000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
-1385514.09000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-8041796.43000000 
Monthly net realized gain(loss) – Month 2
-4620843.51999999 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
7077323.73000000 
Monthly net realized gain(loss) – Month 3
-2951491.19000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
2412335.46000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
-429878.03000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
344871.96000000 
Monthly net realized gain(loss) – Month 2
7265464.91000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-5926121.93000000 
Monthly net realized gain(loss) – Month 3
22298.62000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-1242507.78000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Asset category.
Other Contracts
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Future
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swaption
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Warrant
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
0.00000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000 

d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1


Monthly net realized gain(loss) – Month 1
-90717.50000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-2569518.82000000 
Month 2
Monthly net realized gain(loss) – Month 2
-21031.43000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
719066.65000000 
Month 3
Monthly net realized gain(loss) – Month 3
952262.81000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-565235.68000000 

Item B.6. Flow information.

Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.
Month 1
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
25285912.32000000 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
0.00000000 
c. Total net asset value of shares redeemed or repurchased, including exchanges.
66191140.78999999 
Month 2
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
26116347.35999999 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
0.00000000 
c. Total net asset value of shares redeemed or repurchased, including exchanges.
290898299.79000002 
Month 3
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
59173086.60000000 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
0.00000000 
c. Total net asset value of shares redeemed or repurchased, including exchanges.
102013652.55000000 

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
 
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
 
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes is not checked Yes No is not checked No N/A is not checked N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
Classification
 

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
3017503300 JPY 
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
476542031.33999997 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
Japan Yen  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
219610.78000000 
Exchange rate.
103.25500000 
Percentage value compared to net assets of the Fund.
0.034059892049 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Swap  

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
Goldman Sachs International 
LEI (if any) of counterparty.
W22LROWP2IHZNBB6K528 

2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.
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 TONAT +/- spread (-0.15% to 0.01%). JPY Currency. Maturity 50-61 Months 01/14/25 to 12/25/25 

For all other indices or custom baskets provide:

i. Name.
Shiseido Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3351600006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5254121.25000000 
ISO Currency Code.
United States Dollar  
iv. Value.
103352.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ORIX Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3200450009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
324604.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
657.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NSK Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3720800006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
527378.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19062.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Yusen KK 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3753000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1733476.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
25422.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Sanso Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3711600001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
87427.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5897.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Japan Post Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3752900005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
320133.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
9604.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fast Retailing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3802300008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1345019.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-95330.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tsuruha Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3536150000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2829855.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
274292.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TBS Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3588600001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
761546.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-35378.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Justsystems Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3388450003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
576583.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
13378.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Electric Glass Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3733400000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
906911.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-51895.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MS&AD Insurance Group Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3890310000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1776822.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8257.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Trend Micro, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3637300009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
184234.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3250.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sankyu, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3326000001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2072216.58000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6171.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Asahi Intecc Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3110650003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3732887.37000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-85932.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SHO-BOND Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3360250009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
753178.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
6457.88000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Heavy Industries Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3900000005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
180693.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
27861.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hakuhodo DY Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3766550002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1001704.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-68261.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Z Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3933800009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1134606.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
21866.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
COMSYS Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3305530002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
509939.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19005.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Persol Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3547670004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1927719.29000000 
ISO Currency Code.
United States Dollar  
iv. Value.
179512.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sega Sammy Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3419050004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
118394.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
12787.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fukuoka Financial Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3805010000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1634547.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-22779.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kansai Electric Power Co., Inc. (The) 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3228600007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
520194.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
27991.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Acom Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3108600002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1711318.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
170306.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NHK Spring Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3742600004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
963510.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
56884.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamaguchi Financial Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3935300008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1017819.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-109843.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nisshin Seifun Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3676800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
184784.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5832.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nitto Denko Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3684000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1307868.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
66142.11000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Express Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3729400006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2959736.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-23498.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kikkoman Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3240400006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5560797.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-428972.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toray Industries, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3621000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
376051.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8212.76000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shin-Etsu Chemical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3371200001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
386134.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14408.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Takashimaya Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3456000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1359770.14000000 
ISO Currency Code.
United States Dollar  
iv. Value.
64875.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Isetan Mitsukoshi Holdings Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3894900004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2539023.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-103264.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Benefit One, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3835630009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1252153.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
29646.66000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Japan Tobacco, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3726800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
103974.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
3225.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fancl Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3802670004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1093815.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
18445.08000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seiko Epson Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3414750004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
482954.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-45417.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Eisai Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3160400002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
579256.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
12770.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Goldwin, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3306600002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
594517.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
23383.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Alfresa Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3126340003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3365255.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-275761.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Stanley Electric Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3399400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
583896.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
23475.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi UFJ Lease & Finance Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3499800005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1554370.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
55585.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ono Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3197600004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
587628.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
5650.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dai Nippon Printing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3493800001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1469590.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-25117.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sompo Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3165000005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
523002.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4398.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Inpex Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3294460005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1631712.98000000 
ISO Currency Code.
United States Dollar  
iv. Value.
41817.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NGK Insulators Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3695200000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
839029.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-60583.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Idemitsu Kosan Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3142500002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
422724.36000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13562.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Air Water, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3160670000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
754432.87000000 
ISO Currency Code.
United States Dollar  
iv. Value.
21594.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hankyu Hanshin Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3774200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
359230.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1191.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
JCR Pharmaceuticals Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3701000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1076217.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-20861.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sundrug Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3336600006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
23980.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1781.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Metal Mining Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3402600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
969685.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-58984.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Logistics Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3902000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1079855.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
43444.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyota Industries Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3634600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
405200.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19257.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Daiwa Securities Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3502200003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
168073.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1269.19000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsui OSK Lines Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3362700001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
605949.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21044.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Oji Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3174410005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1567878.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
95442.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mebuki Financial Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3117700009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
362936.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4514.10000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Credit Saison Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3271400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1558833.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-116610.66000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sony Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3435000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
523994.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-26865.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kyushu Electric Power Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3246400000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
659091.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-32918.47000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fuji Electric Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3820000002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
797722.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15746.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mabuchi Motor Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3870000001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1897446.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-71764.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Benesse Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3835620000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
877186.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
36733.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sawai Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3323050009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1946949.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-84650.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NH Foods Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3743000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
850058.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-42372.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Terumo Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3546800008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
602586.34000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-29293.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ibiden Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3148800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
247760.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
10400.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sekisui House Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3420600003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3163740.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
85704.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Alps Alpine Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3126400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
880100.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
29440.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sushiro Global Holdings Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3397150008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
326076.25000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-43156.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Casio Computer Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3209000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1465870.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
55200.24000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seria Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3423520000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
418498.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
10459.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SUMCO Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3322930003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
105399.95000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9659.47000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Marui Group Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3870400003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3240241.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
211534.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
J Front Retailing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3386380004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
344210.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1938.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kirin Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
497350108 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
132232.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
447.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tokyo Gas Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3573000001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4217053.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
278783.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Medipal Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3268950007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3164930.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-142013.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ito En Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3143000002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1013153.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
111195.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mercari, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3921290007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1010696.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-42582.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Heavy Industries Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3405400007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2956147.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
322883.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamato Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3940000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1018755.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-30597.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keisei Electric Railway Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3278600006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1418312.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
59173.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyota Tsusho Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3635000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1695548.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
150668.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Santen Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3336000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
267980.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
8448.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kyowa Exeo Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3254200003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
590009.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-23891.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AGC, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3112000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6542707.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
227017.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GungHo Online Entertainment, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3235900002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3149260.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-453367.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Isuzu Motors Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3137200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1396530.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-106484.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yaskawa Electric Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3932000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2737059.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-99808.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamaha Motor Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3942800008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
208192.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
8538.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shinsei Bank Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3729000004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1987734.73000000 
ISO Currency Code.
United States Dollar  
iv. Value.
76883.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
IHI Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3134800006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
690863.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-92872.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Canon, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3242800005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2115480.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18514.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ITOCHU Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3143600009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1619194.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
25294.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rinnai Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3977400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
988058.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
10361.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Asics Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3118000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7232968.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
394832.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SG Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3162770006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
992492.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
18290.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sankyo Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3326410002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2413542.37000000 
ISO Currency Code.
United States Dollar  
iv. Value.
127993.76000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toppan Printing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
890747108 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3784582.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-242933.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
JGC Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3667600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
755851.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
28713.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keihan Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3279400000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1131460.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
146.57000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Amada Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3122800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1848703.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
45806.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Panasonic Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3866800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
791526.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
16188.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kagome Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3208200000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
787015.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
16365.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GMO Payment Gateway, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3385890003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1155696.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
18212.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
JSR Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3385980002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
387567.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6216.11000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tosoh Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3595200001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4635690.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-455517.69000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shimizu Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3358800005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2853485.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-349702.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Marubeni Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3877600001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
892763.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
45038.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toshiba Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3592200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1599280.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
114531.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cosmos Pharmaceutical Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3298400007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1469447.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
28776.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
M3, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3435750009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2881253.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
301566.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tokyo Century Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3424950008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1031666.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-124845.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pola Orbis Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3855900001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
144176.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4275.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lawson, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3982100004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1051714.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7609.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Denso Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3551500006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
678536.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-33227.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nomura Research Institute Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3762800005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1026700.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
67893.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aozora Bank Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3711200000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
90605.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1518.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shikoku Electric Power Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3350800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
238288.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5982.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AEON Financial Service Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3131400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
207489.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7674.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PeptiDream, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3836750004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2807859.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
36237.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keyence Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3236200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1406292.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-121275.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NET One Systems Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3758200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
412835.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2004.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kamigumi Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3219000001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2911979.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
8159.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rohm Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3982800009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
707667.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1674.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seven Bank Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3105220002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
163837.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-185.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
DeNA Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3548610009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
893607.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-50244.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kansai Paint Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3229400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4124433.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-139646.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Welcia Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3274280001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
614875.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
17300.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sysmex Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3351100007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1612376.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-126758.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toho Gas Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3600200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
443878.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16204.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Japan Airlines Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3705200008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
279622.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17239.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SoftBank Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3732000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
517142.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2292.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hikari Tsushin, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3783420007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
563121.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
31730.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fujitsu Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3818000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1864507.36000000 
ISO Currency Code.
United States Dollar  
iv. Value.
136006.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Paint Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3749400002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3812921.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15349.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kyushu Railway Co. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3247010006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
71190.73000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1786.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nidec Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3734800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1492794.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-73637.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Oriental Land Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3198900007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2048868.48000000 
ISO Currency Code.
United States Dollar  
iv. Value.
109299.13000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Taiheiyo Cement Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3449020001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2489881.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-270725.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Japan Post Insurance Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3233250004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
865273.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
107959.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chiba Bank Ltd. (The) 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3511800009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
80014.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2983.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Harmonic Drive Systems, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3765150002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
814328.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-56117.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Daicel Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3485800001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
746279.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
26330.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Izumi Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3138400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1416828.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5195.66000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyota Motor Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3633400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
378133.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-29117.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Obic Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3173400007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
381857.87000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21761.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Calbee, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3220580009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1868960.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-31292.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kyowa Kirin Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3256000005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
649931.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
6951.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mizuho Financial Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3885780001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
176675.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-88.13000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keikyu Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3280200001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2382893.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
73630.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Electric Power Development Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3551200003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1403472.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
52023.19000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Resona Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3500610005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1432514.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-53155.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
West Japan Railway Co. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3659000008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2429508.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
39202.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sharp Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3359600008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1958572.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-187771.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hino Motors Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3792600003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
629161.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-80932.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keio Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3277800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3227536.98000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-56544.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Omron Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3197800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
749879.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2542.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Oracle Corp. Japan 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3689500001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
782127.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-122919.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rakuten, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3967200001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2192081.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
88368.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MonotaRO Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3922950005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2747676.36000000 
ISO Currency Code.
United States Dollar  
iv. Value.
138604.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sojitz Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3663900003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3066274.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-85362.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Murata Manufacturing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3914400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
534124.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21780.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kajima Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3210200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3781690.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-24224.88000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Canon Marketing Japan, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3243600008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
884419.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
64541.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsui Chemicals, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3888300005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4332861.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
155730.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Forestry Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3409800004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
192467.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
25206.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ryohin Keikaku Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3976300008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1684232.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-114277.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hoshizaki Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3845770001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
615223.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
38136.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ABC-Mart, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3152740001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
133445.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1439.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3898400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
931839.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
9591.41000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Disco Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3548600000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
741472.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-34978.41000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Takara Bio, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3460200003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1254945.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
86342.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
FUJIFILM Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3814000000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
179356.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
5319.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Advantest Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3122400009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
29960.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1455.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kyocera Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3249600002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1147776.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
35700.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kakaku.com, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3206000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
470821.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13221.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Subaru Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3814800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2032907.55000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-78572.56000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Otsuka Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3188200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
954721.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
76168.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bandai Namco Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3778630008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1714695.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-80134.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Steel Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3381000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
269551.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
6296.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nihon M&A Center, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3689050007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
715543.66000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6929.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippo Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3750200002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
890476.95000000 
ISO Currency Code.
United States Dollar  
iv. Value.
26590.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Taisho Pharmaceutical Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3442850008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
708029.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
38688.73000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Recruit Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3970300004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1533107.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-47147.08000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ENEOS Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3386450005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1147548.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
55696.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pigeon Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3801600002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5080673.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
408959.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Japan Airport Terminal Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3699400002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5607459.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
298158.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Taisei Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3443600006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2897876.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-209493.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Suzuki Motor Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3397200001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
213235.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1403.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Daifuku Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3497400006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2202671.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-109205.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Telegraph & Telephone Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3735400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4782838.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
142276.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kobayashi Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3301100008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
953365.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-23784.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Iida Group Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3131090007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2013731.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-27228.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Daiichi Sankyo Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3475350009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1463337.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-53977.34000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tokyu Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3574200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1454958.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10775.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tokyo Electron Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3571400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
448275.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16296.19000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seibu Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3417200007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1035880.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
55349.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hamamatsu Photonics KK 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3771800004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2820642.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
48610.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Azbil Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3937200008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1028399.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-74351.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sugi Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3397060009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1803572.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13926.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mazda Motor Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3868400007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
241649.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
11523.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MINEBEA MITSUMI, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3906000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
626685.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-49774.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nitori Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3756100008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
731855.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-20824.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hitachi Metals Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3786200000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1249763.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-32195.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Rubber Industries Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3404200002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
912912.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21208.59000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Motors Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3899800001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3201794.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-326019.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fujitsu General Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3818400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
368824.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
13449.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hitachi Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3788600009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1109087.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-36165.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Shinyaku Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3717600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2678106.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
205846.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SMC Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3162600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
366442.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
18920.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Renesas Electronics Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3164720009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
120370.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4698.83000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Capcom Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3218900003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
155646.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1953.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamaha Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3942600002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
819048.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
56995.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hokuriku Electric Power Co. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3845400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
19572.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
444.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TOTO Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3596200000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10990413.30000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-467679.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Electric Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3902400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2034297.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
50564.39000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tokyo Electric Power Co. Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3585800000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3506451.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-29067.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kose Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3283650004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1896768.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-96283.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aisin Seiki Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3102000001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1286537.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4617.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nissan Chemical Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3670800006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1103600.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6255.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
KDDI Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3496400007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3350479.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
138028.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nomura Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3762600009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1260437.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
5950.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chubu Electric Power Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3526600006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1565216.86000000 
ISO Currency Code.
United States Dollar  
iv. Value.
20712.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
USS Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3944130008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
853323.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1738.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Materials Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3903000002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
465560.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-20139.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PALTAC Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3782200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
321145.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-810.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Koei Tecmo Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3283460008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
934044.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-53473.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seino Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3415400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1919169.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
141312.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nankai Electric Railway Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3653000004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
180246.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1871.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Teijin Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3544000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2726743.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8891.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NEC Networks & System Integration Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3733800001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1153276.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
27421.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Chemical Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3897700005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
875431.17000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14842.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Suzuken Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3398000004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2387843.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-143241.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Mitsui Financial Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3890350006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
260384.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
9920.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hoya Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3837800006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
969463.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
73410.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nagoya Railroad Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3649800004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
438005.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
11813.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kusuri no Aoki Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3266190002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1661129.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-27853.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Brother Industries Ltd. 

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
114813108 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3381400.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
71572.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Suntory Beverage & Food Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3336560002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3148784.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-195379.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aeon Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3388200002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4392771.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-402071.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Honda Motor Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3854600008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1010143.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-71652.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tohoku Electric Power Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3605400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1374152.17000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-12477.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Park24 Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3780100008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3299123.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-43545.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Coca-Cola Bottlers Japan Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3293200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1562.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nexon Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3758190007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1891405.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
130752.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyo Seikan Group Holdings Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3613400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2079671.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
56340.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kinden Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3263000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1737548.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
57913.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kewpie Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3244800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
706742.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
35624.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CyberAgent, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3311400000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3214684.30000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-38125.69000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Taiyo Yuden Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3452000007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
84512.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1201.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yokohama Rubber Co. Ltd. (The) 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3955800002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1223044.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-57902.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dai-ichi Life Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3476480003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
360063.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
32937.21000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sotetsu Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3316400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
314146.66000000 
ISO Currency Code.
United States Dollar  
iv. Value.
16498.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rohto Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3982400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
557229.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21639.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Zenkoku Hosho Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3429250008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1754482.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5586.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Electric Industries Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3407400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
160334.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
12388.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsubishi Gas Chemical Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3896800004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3318237.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
83945.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NOK Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3164800009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
392536.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-23888.73000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Asahi Kasei Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3111200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
505331.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4282.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Dainippon Pharma Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3495000006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
610393.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
79593.82000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SoftBank Group Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3436100006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1350850.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-88279.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TDK Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3538800008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
316855.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
21917.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nissan Motor Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3672400003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3395345.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
87424.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
K's Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3277150003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1099375.66000000 
ISO Currency Code.
United States Dollar  
iv. Value.
129975.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
FANUC Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3802400006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1036766.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
22881.69000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hitachi Transport System Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3791200003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
530378.98000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6503.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SCREEN Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3494600004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
169612.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4597.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Konica Minolta, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3300600008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1107788.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-112042.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hitachi Capital Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3786600001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
300019.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
13773.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nissin Foods Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3675600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1654309.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-33708.83000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Miura Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3880800002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1032820.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6250.69000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Obayashi Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3190000004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4838813.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-289832.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hisamitsu Pharmaceutical Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3784600003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
309092.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2165.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamazaki Baking Co. Ltd. 

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
984632109 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
951982.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8081.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Haseko Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3768600003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4444175.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10813.21000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hirose Electric Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3799000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1113242.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-34725.11000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yakult Honsha Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3931600005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1417136.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
25065.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GMO internet, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3152750000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
456567.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-25014.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TIS, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3104890003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
709283.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
17271.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Olympus Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3201200007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
744392.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3783.89000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SCSK Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3400400002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
291646.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-11016.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lion Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3965400009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
530522.30000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5362.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nabtesco Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3651210001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
438927.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13273.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Osaka Gas Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3180400008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4464372.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
216673.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seven & i Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3422950000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
807361.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
33479.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyoda Gosei Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3634200004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1833702.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
35416.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pan Pacific International Holdings Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3639650005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2633823.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
117398.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shimano, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3358000002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
444749.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2121.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shimamura Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3358200008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3309860.36000000 
ISO Currency Code.
United States Dollar  
iv. Value.
167423.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kintetsu Group Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3260800002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1967756.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
106369.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bridgestone Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3830800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
206613.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10339.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Koito Manufacturing Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3284600008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
340279.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1717.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tobu Railway Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3597800006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
658938.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9092.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Unicharm Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3951600000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2210050.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-71566.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Concordia Financial Group Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3305990008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
80781.47000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2829.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Itochu Techno-Solutions Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3143900003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
328513.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5289.59000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mani, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3869920003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
837420.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-58960.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MISUMI Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3885400006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2760778.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
93531.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
JFE Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3386030005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
281318.25000000 
ISO Currency Code.
United States Dollar  
iv. Value.
24211.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kobe Bussan Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3291200008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
955547.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
86084.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
House Foods Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3765400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
448529.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-27168.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lasertec Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3979200007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1185466.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-32511.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Matsumotokiyoshi Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3869010003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
469178.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
33035.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yamada Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3939000000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1789425.72000000 
ISO Currency Code.
United States Dollar  
iv. Value.
138321.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mitsui & Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3893600001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
539028.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2767.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NGK Spark Plug Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3738600000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
778709.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-57309.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NS Solutions Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3379900008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
857160.34000000 
ISO Currency Code.
United States Dollar  
iv. Value.
25465.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Secom Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3421800008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
202953.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4709.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kuraray Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3269600007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
258726.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8841.39000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chugai Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3519400000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
256104.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
14671.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Mitsui Trust Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3892100003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
259179.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
1576.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Daikin Industries Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3481800005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2469385.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
77285.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toho Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3598600009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
278379.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-11091.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dentsu Group, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3551520004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1372022.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
147895.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lixil Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3626800001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3623842.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
191168.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Makita Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3862400003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
426335.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
14110.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
East Japan Railway Co. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3783600004 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2728659.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
7470.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nippon Shokubai Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3715200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
72899.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
4514.25000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NTT Data Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3165700000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
945861.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
17036.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ajinomoto Co., Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3119600009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
552897.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-22254.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nintendo Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3756600007 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
577747.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
63695.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
FP Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3167000003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1244069.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-71266.11000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nifco, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3756200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
913765.29000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-30168.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kaken Pharmaceutical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3207000005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1425936.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
30280.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nikon Corp. 

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
654111103 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
950840.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
15781.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
T&D Holdings, Inc. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3539220008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1252675.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2259.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shimadzu Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3357200009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
831816.95000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-25701.25000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yaoko Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3930200005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
452700.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10140.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bank of Kyoto Ltd. (The) 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3251200006 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2038557.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-38530.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Asahi Group Holdings Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3116000005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
61773.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4121.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NOF Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3753400005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
147137.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8629.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ricoh Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3973400009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
887086.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-85991.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
McDonald's Holdings Co. Japan Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3750500005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
106614.73000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2906.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Otsuka Holdings Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3188220002 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
595565.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
2118.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Chemical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3401400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
262403.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2376.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Central Japan Railway Co. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3566800003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
848420.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6045.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Yokogawa Electric Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3955000009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
462728.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-20923.82000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sekisui Chemical Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3419400001 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
324238.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2610.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kaneka Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3215800008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1086055.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
59116.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chugoku Electric Power Co., Inc. (The) 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3522200009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1509189.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
72244.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Odakyu Electric Railway Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3196000008 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4258951.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-21946.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Showa Denko KK 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3368000000 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1709148.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-1406.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sumitomo Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3404600003 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
319396.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7987.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toyota Boshoku Corp. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3635400009 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1606200.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
30817.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
THK Co. Ltd. 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP3539250005 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
278131.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9550.16000000 
ISO Currency Code.
United States Dollar  
Custom swap Flag Yes is checked Yes No is not checked 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 is not checked Fixed Floating is checked Floating Other is not checked Other
Receipts: Floating rate Index.
TONAT 
Receipts: Floating rate Spread.
0.00010000 
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 is not checked Fixed Floating is checked Floating Other is not checked Other
Payments: fixed or floating
Floating 
Payments: Floating rate Index.
TONAT 
Payments: Floating rate Spread.
0.00010000 
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.
2025-01-14 
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.
476542031.00000000 
ISO Currency Code.
USD 
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-70838.60000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
65715 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-2074.72000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00032177263 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
1500000.00000000 
Description of currency sold.
South Africa Rand  
ii. Amount and description of currency purchased.
Amount of currency purchased.
99077.74000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-2074.72000000 
i. Amount and description of currency sold.
Amount of currency sold.
1500000.00000000 
Description of currency sold.
South Africa Rand  
ii. Amount and description of currency purchased.
Amount of currency purchased.
99077.74000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-2074.72000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
64899 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-17848.35000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00276813767 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
861229310.00000000 
Description of currency sold.
Korea (South) Won  
ii. Amount and description of currency purchased.
Amount of currency purchased.
773642.06000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-17848.35000000 
i. Amount and description of currency sold.
Amount of currency sold.
861229310.00000000 
Description of currency sold.
Korea (South) Won  
ii. Amount and description of currency purchased.
Amount of currency purchased.
773642.06000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-17848.35000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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.
IRS 
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
AQR13234557 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
50000000.00000000 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
Euro Member Countries  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
47235.50000000 
Exchange rate.
0.81856505 
Percentage value compared to net assets of the Fund.
0.007325851813 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-interest rate  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
 

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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
LCH Clearnet 
LEI (if any) of counterparty.
549300TXTCI7WVVJS380 
Custom swap Flag Yes is checked Yes No is not checked 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 is not checked Fixed Floating is checked Floating Other is not checked Other
Receipts: Floating rate Index.
EURIBOR 
Receipts: Floating rate Spread.
0.00000000 
Receipt: Floating Rate Reset Dates.
Month 
Receipt: Floating Rate Reset Dates Unit.
6 
Receipts: Floating Rate Tenor.
Month 
Receipts: Floating Rate Tenor Unit.
6 
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 is checked Fixed Floating is not checked Floating Other is not checked Other
Payments: Fixed rate.
-0.75000000 
Payments: Base currency
United States Dollar  
Payments: Amount
0.00000000 
ii. Termination or maturity date.
2023-06-16 
iii. Upfront payments or receipts
Upfront payments.
242541.58000000 
ISO Currency Code.
United States Dollar  
Upfront receipts.
0.00000000 
ISO Currency Code.
United States Dollar  
iv. Notional amount.
50000000.00000000 
ISO Currency Code.
EUR 
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
47235.50000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
65187 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-23498.65000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00364445444 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
10604500.00000000 
Description of currency sold.
China Yuan Renminbi  
ii. Amount and description of currency purchased.
Amount of currency purchased.
1599550.54000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-23498.65000000 
i. Amount and description of currency sold.
Amount of currency sold.
10604500.00000000 
Description of currency sold.
China Yuan Renminbi  
ii. Amount and description of currency purchased.
Amount of currency purchased.
1599550.54000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-23498.65000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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.
Japan 10 Year Bond 
d. CUSIP (if any).
N/A 

At least one of the following other identifiers:

Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
JGBH21 
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
JBH1 Comdty 
Description of other unique identifier.
Future Ticker 

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
320.00000000 
Units
Number of contracts  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
Japan Yen  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-330920.54000000 
Exchange rate.
103.25500000 
Percentage value compared to net assets of the Fund.
-0.05132315394 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-interest rate  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
 

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
JAPAN  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security? Yes is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Future  

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
Japan Securities Clearing 
LEI (if any) of counterparty.
549300JHM7D8P3TS4S86 

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).
Long 

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

Name of issuer.
Japan 
Title of issue.
Japan 10 Year Bond 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
JP1103421G35 
iii. Expiration date.
2021-03-15 
iv. Aggregate notional amount or contract value on trade date.
48614400000.00000000 
ISO Currency Code.
Japan Yen  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-330920.54000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
75719 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-2.98000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00000046217 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
500.00000000 
Description of currency sold.
Euro Member Countries  
ii. Amount and description of currency purchased.
Amount of currency purchased.
608.83000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-2.98000000 
i. Amount and description of currency sold.
Amount of currency sold.
500.00000000 
Description of currency sold.
Euro Member Countries  
ii. Amount and description of currency purchased.
Amount of currency purchased.
608.83000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-2.98000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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.
LME Copper Base Metal 
d. CUSIP (if any).
N/A 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
GB00H2402Y18 
Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
MCU3 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
41.00000000 
Units
Number of contracts  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
823928.06000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.127784714303 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-commodity  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
 

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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
LME Clear 
LEI (if any) of counterparty.
213800L8AQD59D3JRW81 

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).
Long 

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

Name of issuer.
N/A 
Title of issue.
LME Copper Base Metal 

At least one of the following other identifiers:

Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
GB00H2402Y18 
iii. Expiration date.
2021-02-12 
iv. Aggregate notional amount or contract value on trade date.
7953200.50000000 
ISO Currency Code.
United States Dollar  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
823928.06000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
75562 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-26105.02000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00404868177 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
3049844.00000000 
Description of currency sold.
Israel Shekel  
ii. Amount and description of currency purchased.
Amount of currency purchased.
924177.37000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-26105.02000000 
i. Amount and description of currency sold.
Amount of currency sold.
3049844.00000000 
Description of currency sold.
Israel Shekel  
ii. Amount and description of currency purchased.
Amount of currency purchased.
924177.37000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-26105.02000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
64897 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-272398.25000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.04224681042 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
21614772.00000000 
Description of currency sold.
Israel Shekel  
ii. Amount and description of currency purchased.
Amount of currency purchased.
6462417.40000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-272398.25000000 
i. Amount and description of currency sold.
Amount of currency sold.
21614772.00000000 
Description of currency sold.
Israel Shekel  
ii. Amount and description of currency purchased.
Amount of currency purchased.
6462417.40000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-272398.25000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
75234 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
22457.08000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.003482915185 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
815728.79000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
685000.00000000 
Description of currency purchased.
Euro Member Countries  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
22457.08000000 
i. Amount and description of currency sold.
Amount of currency sold.
815728.79000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
685000.00000000 
Description of currency purchased.
Euro Member Countries  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
22457.08000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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.
3 Month Sterling 
d. CUSIP (if any).
N/A 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
GB00GP3NH606 
Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
L_Z21 
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
L Z1 Comdty 
Description of other unique identifier.
Future Ticker 

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
-2498.00000000 
Units
Number of contracts  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United Kingdom Pound  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-187703.98000000 
Exchange rate.
0.73126142 
Percentage value compared to net assets of the Fund.
-0.02911140016 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-interest rate  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
 

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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Future  

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
ICE Clear Europe 
LEI (if any) of counterparty.
5R6J7JCQRIPQR1EEP713 

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).
Short 

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

Name of issuer.
N/A 
Title of issue.
3 Month Sterling 

At least one of the following other identifiers:

Identifier.
Other identifier (if CUSIP, ISIN, and ticker are not available)
Other identifier (if CUSIP, ISIN, and ticker are not available).
A59699404 
If other identifier provided, indicate the type of identifier used.
Inhouse Asset ID 
iii. Expiration date.
2021-12-15 
iv. Aggregate notional amount or contract value on trade date.
-312452962.50000000 
ISO Currency Code.
United Kingdom Pound  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-187703.98000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
N/A 
c. Title of the issue or description of the investment.
FTSE 100 Index 
d. CUSIP (if any).
N/A 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
GB00J6C6FT38 
Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
FFIH21 
Description of other unique identifier.
Inhouse Asset ID 
Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z H1 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
-140.00000000 
Units
Number of contracts  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United Kingdom Pound  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-24754.48000000 
Exchange rate.
0.73126142 
Percentage value compared to net assets of the Fund.
-0.00383922372 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Future  

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
ICE Clear Europe 
LEI (if any) of counterparty.
5R6J7JCQRIPQR1EEP713 

d. For futures and forwards (other than forward foreign currency contracts), provide:

i. Payoff profile, selected from among the following (long, short).
Short 

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.
FTSE 100 Index 
Index identifier, if any.
GB0001383545 

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.
 
iii. Expiration date.
2021-03-19 
iv. Aggregate notional amount or contract value on trade date.
-8988000.00000000 
ISO Currency Code.
United Kingdom Pound  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-24754.48000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
75477 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
24564.71000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.003809791900 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
1047714.71000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
783766.00000000 
Description of currency purchased.
United Kingdom Pound  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
24564.71000000 
i. Amount and description of currency sold.
Amount of currency sold.
1047714.71000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
783766.00000000 
Description of currency purchased.
United Kingdom Pound  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
24564.71000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
65577 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
134.36000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.000020838171 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
17007.56000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
112000.00000000 
Description of currency purchased.
China Yuan Renminbi  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
134.36000000 
i. Amount and description of currency sold.
Amount of currency sold.
17007.56000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
112000.00000000 
Description of currency purchased.
China Yuan Renminbi  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
134.36000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
64995 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
33096.23000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.005132963058 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
1396610.57000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
1045022.00000000 
Description of currency purchased.
United Kingdom Pound  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
33096.23000000 
i. Amount and description of currency sold.
Amount of currency sold.
1396610.57000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
1045022.00000000 
Description of currency purchased.
United Kingdom Pound  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
33096.23000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
64729 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
6969.71000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.001080946801 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
589400.81000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
3896500.00000000 
Description of currency purchased.
China Yuan Renminbi  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
6969.71000000 
i. Amount and description of currency sold.
Amount of currency sold.
589400.81000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
3896500.00000000 
Description of currency purchased.
China Yuan Renminbi  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
6969.71000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
76906 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-1134.69000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00017598142 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
3500000.00000000 
Description of currency sold.
South Africa Rand  
ii. Amount and description of currency purchased.
Amount of currency purchased.
234887.72000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-1134.69000000 
i. Amount and description of currency sold.
Amount of currency sold.
3500000.00000000 
Description of currency sold.
South Africa Rand  
ii. Amount and description of currency purchased.
Amount of currency purchased.
234887.72000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-1134.69000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
65016 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
-79209.09000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.01228470230 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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.
2951306.00000000 
Description of currency sold.
Switzerland Franc  
ii. Amount and description of currency purchased.
Amount of currency purchased.
3261491.83000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-79209.09000000 
i. Amount and description of currency sold.
Amount of currency sold.
2951306.00000000 
Description of currency sold.
Switzerland Franc  
ii. Amount and description of currency purchased.
Amount of currency purchased.
3261491.83000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-03-17 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-79209.09000000 

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, 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
65120 
Description of other unique identifier.
Inhouse Asset ID 

Item C.2. Amount of each investment.

Balance. Indicate 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.
22126.12000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.003431585911 

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 is not checked Yes No is checked No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A  

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
 
ii. Annualized rate.
 
c. Currently in default? [Y/N] Yes is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).
 

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked No
d. Repurchase rate.
 
e. Maturity date.
 

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to 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 th