NPORT-P: Filer Information

Confidential Confidential is not checked
Filer CIK
0001691167 
Filer CCC
********  
Filer Investment Company Type
 
Is this a LIVE or TEST Filing? live is not checked LIVE test is not checked TEST
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Is this an electronic copy of an official filing submitted in paper format? Confirm flag is not checked

Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

Notify via Filing Website only? Override internet flag is not checked
Series ID
S000056292 
Class (Contract) ID
C000177447 
Class (Contract) ID
C000177448 

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
FS Series Trust 
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-23216 
c. CIK number of Registrant
0001691167 
d. LEI of Registrant
549300SWBHM656UWP474 

e. Address and telephone number of Registrant.
Street Address 1
201 ROUSE BOULEVARD 
Street Address 2
 
City
PHILADELPHIA 
State, if applicable
 
Foreign country, if applicable
 
Zip / Postal Code
19112 
Telephone number
215-495-1150 

Item A.2. Information about the Series.

a. Name of Series.
FS Multi-Strategy Alternatives Fund 
b. EDGAR series identifier (if any).
S000056292 
c. LEI of Series.
549300E0668BUMX3FG88 

Item A.3. Reporting period.

a. Date of fiscal year-end.
2021-12-31 
b. Date as of which information is reported.
2021-03-31 

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.
134617964.28 
b. Total liabilities.
13396104.18 
c. Net assets.
121221860.10 

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.
17776671.82000000 

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:
38000.00000000 
(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.
24041470.11000000 

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
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.
-26.85000000 
1 year.
92.56000000 
5 years.
398.91000000 
10 years.
1947.05000000 
30 years.
662.98000000 

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.
-2689.07000000 
1 year.
9185.47000000 
5 years.
39695.44000000 
10 years.
188267.50000000 
30 years.
60594.60000000 
Currency Metric: 2
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.
-52.54000000 
1 year.
8.57000000 
5 years.
1643.78000000 
10 years.
1310.30000000 
30 years.
0.00000000 

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.
-5258.35000000 
1 year.
857.85000000 
5 years.
161153.89000000 
10 years.
128969.55000000 
30 years.
0.00000000 
Currency Metric: 3
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.
2636.41000000 
1 year.
-2538.26000000 
5 years.
-6162.79000000 
10 years.
-1406.83000000 
30 years.
-972.00000000 

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.
262771.52000000 
1 year.
-272913.28000000 
5 years.
-692930.29000000 
10 years.
-195446.38000000 
30 years.
-96254.80000000 

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.
-1.26000000 
1 year.
-177.28000000 
5 years.
-77.66000000 
10 years.
188.04000000 
30 years.
0.00000000 
Non-Investment grade.
Maturity period.
3 month.
-231.67000000 
1 year.
-2282.60000000 
5 years.
-4885.25000000 
10 years.
-158.65000000 
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.
1.13000000 
Monthly total returns of the Fund for each of the preceding three months – Month 2.
2.33000000 
Monthly total returns of the Fund for each of the preceding three months – Month 3.
3.36000000 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000177447 
Monthly Total Return Record: 2
Monthly total returns of the Fund for each of the preceding three months – Month 1.
1.12000000 
Monthly total returns of the Fund for each of the preceding three months – Month 2.
2.42000000 
Monthly total returns of the Fund for each of the preceding three months – Month 3.
3.35000000 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000177448 

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
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-12931.96000000 
Monthly net realized gain(loss) – Month 2
-41535.08000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
97920.90000000 
Monthly net realized gain(loss) – Month 3
-26570.59000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
89625.75000000 
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
40231.98000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
2514.90000000 
Monthly net realized gain(loss) – Month 3
-18210.19000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-47195.00000000 
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-12931.96000000 
Monthly net realized gain(loss) – Month 2
-81767.06000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
95406.00000000 
Monthly net realized gain(loss) – Month 3
-8360.40000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
136820.75000000 
Asset category.
Credit Contracts
Monthly net realized gain(loss) – Month 1
-143455.45000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
225430.74000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
23433.83000000 
Monthly net realized gain(loss) – Month 3
-31644.04000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-23838.28000000 
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
-143455.45000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
225430.74000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
23433.83000000 
Monthly net realized gain(loss) – Month 3
-31644.04000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-23838.28000000 
Asset category.
Equity Contracts
Monthly net realized gain(loss) – Month 1
298738.66000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
1545436.14000000 
Monthly net realized gain(loss) – Month 2
430892.35000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
1995132.74000000 
Monthly net realized gain(loss) – Month 3
3642851.24000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-315935.96000000 
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
-46435.05000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-102875.14000000 
Monthly net realized gain(loss) – Month 3
-30601.51000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
158992.14000000 
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.
Swap
Monthly net realized gain(loss) – Month 1
290041.38000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
1545436.14000000 
Monthly net realized gain(loss) – Month 2
477327.40000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
2098007.88000000 
Monthly net realized gain(loss) – Month 3
3673452.75000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-474928.10000000 
Instrument type.
Other
Monthly net realized gain(loss) – Month 1
8697.28000000 
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
2581.13000000 
Monthly net realized gain(loss) – Month 2
771.59000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
2578.32000000 
Monthly net realized gain(loss) – Month 3
15010.67000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
1894.40000000 
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
2581.13000000 
Monthly net realized gain(loss) – Month 2
0.00000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
2578.32000000 
Monthly net realized gain(loss) – Month 3
5544.72000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-2303.95000000 
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
771.59000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000 
Monthly net realized gain(loss) – Month 3
9465.95000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
4198.35000000 
Asset category.
Interest Rate 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
81477.47000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
72961.82000000 
Monthly net realized gain(loss) – Month 3
184287.58000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-86651.98000000 
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
81477.47000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
72961.82000000 
Monthly net realized gain(loss) – Month 3
184287.58000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-86651.98000000 

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
-311125.48000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-170961.19000000 
Month 2
Monthly net realized gain(loss) – Month 2
1390872.81000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-1172944.04000000 
Month 3
Monthly net realized gain(loss) – Month 3
348965.01000000 
Monthly net change in unrealized appreciation (or depreciation) – Month 3
65624.48000000 

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).
2478111.40000000 
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.
17360090.56000000 
Month 2
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
3730046.02000000 
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.
6732110.49000000 
Month 3
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
4512127.53000000 
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.
4813458.39000000 

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).
ICE Futures Europe - Financial Products Division 
b. LEI (if any) of 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 IDX FUT JUN21 IFLL 20210618 
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
ADI1P2QH4 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

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

Balance
3.00000000 
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.
-1228.69000000 
Exchange rate.
0.72537400 
Percentage value compared to net assets of the Fund.
-0.00101358781 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 Futures Europe - Financial Products Division 
LEI (if any) of counterparty.
N/A 

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

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

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

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

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

Index name.
FTSE 100 Index 
Index identifier, if any.
Z M1 Index 

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

Narrative description.
 
iii. Expiration date.
2021-06-18 
iv. Aggregate notional amount or contract value on trade date.
201201.26000000 
ISO Currency Code.
United Kingdom Pound  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-1228.69000000 

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).
Bausch Health Cos Inc 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
B3BS7ACMDUWISF18KY76 
c. Title of the issue or description of the investment.
Bausch Health Cos Inc 
d. CUSIP (if any).
91831AAC5 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US91831AAC53 

Item C.2. Amount of each investment.

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

Balance
637000.00000000 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
653689.40000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.539250428479 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Long Short is not checked Short N/A is not 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.
Debt  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate  

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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.
2025-04-15 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
Fixed 
ii. Annualized rate.
6.13000000 
c. Currently in default? [Y/N] Yes is not checked Yes No is 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 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 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:

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).
New York Mercantile Exchange 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
5493008GFNDTXFPHWI47 
c. Title of the issue or description of the investment.
WTI CRUDE FUTURE AUG21 XNYM 20210720 
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
ADI1NC025 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
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.
-421.73000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00034789929 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 STATES OF AMERICA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

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

Is the investment a Restricted Security? Yes 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.
New York Mercantile Exchange 
LEI (if any) of counterparty.
5493008GFNDTXFPHWI47 

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

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

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

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

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

Index name.
NYMEX WTI Light Sweet Crude Oil 
Index identifier, if any.
CLQ1 Comdty 

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.
2021-07-20 
iv. Aggregate notional amount or contract value on trade date.
59411.73000000 
ISO Currency Code.
United States Dollar  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-421.73000000 

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).
Deutsche Bank Aktiengesellschaft 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
7LTWFZYICNSX8D621K86 
c. Title of the issue or description of the investment.
PURCHASED USD / SOLD NOK 
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
21CBKBCMLFP 
Description of other unique identifier.
Trade Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
Norway Krone  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-518.43000000 
Exchange rate.
8.55313857 
Percentage value compared to net assets of the Fund.
-0.00042767038 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
UNITED STATES OF AMERICA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

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

Is the investment a Restricted Security? Yes 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.
Deutsche Bank Aktiengesellschaft 
LEI (if any) of counterparty.
7LTWFZYICNSX8D621K86 
i. Amount and description of currency sold.
Amount of currency sold.
859748.10000000 
Description of currency sold.
Norway Krone  
ii. Amount and description of currency purchased.
Amount of currency purchased.
100000.00000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-518.43000000 
i. Amount and description of currency sold.
Amount of currency sold.
859748.10000000 
Description of currency sold.
Norway Krone  
ii. Amount and description of currency purchased.
Amount of currency purchased.
100000.00000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-518.43000000 

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).
London Metal Exchange 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
213800NB8G5VRT1DXC91 
c. Title of the issue or description of the investment.
ALUMINUM FUTURES 3 MONTHS XLME 20210601 
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
ADI1W78S1 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
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.
1000.22000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.000825115205 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
London Metal Exchange 
LEI (if any) of counterparty.
213800NB8G5VRT1DXC91 

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

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

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

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

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

Index name.
Aluminum 
Index identifier, if any.
LAM21 Comdty 

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.
2021-06-01 
iv. Aggregate notional amount or contract value on trade date.
54103.03000000 
ISO Currency Code.
United States Dollar  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1000.22000000 

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).
Deutsche Bank Aktiengesellschaft 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
7LTWFZYICNSX8D621K86 
c. Title of the issue or description of the investment.
PURCHASED USD / SOLD MXN 
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
21CVKBCJSHM 
Description of other unique identifier.
Trade Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
Mexico Peso  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-238.08000000 
Exchange rate.
20.44404285 
Percentage value compared to net assets of the Fund.
-0.00019640022 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
UNITED STATES OF AMERICA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

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

Is the investment a Restricted Security? Yes 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.
Deutsche Bank Aktiengesellschaft 
LEI (if any) of counterparty.
7LTWFZYICNSX8D621K86 
i. Amount and description of currency sold.
Amount of currency sold.
500000.00000000 
Description of currency sold.
Mexico Peso  
ii. Amount and description of currency purchased.
Amount of currency purchased.
24218.92000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-238.08000000 
i. Amount and description of currency sold.
Amount of currency sold.
500000.00000000 
Description of currency sold.
Mexico Peso  
ii. Amount and description of currency purchased.
Amount of currency purchased.
24218.92000000 
Description of currency purchased.
United States Dollar  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-238.08000000 

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).
EXPEDIA GROUP INC 
b. LEI (if any) of 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.
Expedia Group Inc 
d. CUSIP (if any).
30212PAS4 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US30212PAS48 

Item C.2. Amount of each investment.

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

Balance
633000.00000000 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
732578.14000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.604328410235 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Long Short is not checked Short N/A is not 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.
Debt  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate  

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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.
2025-05-01 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
Fixed 
ii. Annualized rate.
6.25000000 
c. Currently in default? [Y/N] Yes is not checked Yes No is 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 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 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:

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).
SEK CASH COLLATERAL 
b. LEI (if any) of 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.
SEK CASH COLLATERAL MS CASH 
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
962GEL901 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

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

Balance
-0.15000000 
Units
Number of shares  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
Sweden Krona  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-0.02000000 
Exchange rate.
8.73345000 
Percentage value compared to net assets of the Fund.
-0.00000001649 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Short N/A is not 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.
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate  

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
SWEDEN  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of 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:

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).
Deutsche Bank Aktiengesellschaft 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
7LTWFZYICNSX8D621K86 
c. Title of the issue or description of the investment.
PURCHASED RUB / SOLD USD 
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
21CRKBCGMZW 
Description of other unique identifier.
Trade Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
Russia Ruble  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
1104.29000000 
Exchange rate.
75.65593750 
Percentage value compared to net assets of the Fund.
0.000910966057 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
RUSSIAN FEDERATION  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of 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.
Deutsche Bank Aktiengesellschaft 
LEI (if any) of counterparty.
7LTWFZYICNSX8D621K86 
i. Amount and description of currency sold.
Amount of currency sold.
100000.00000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
7649140.00000000 
Description of currency purchased.
Russia Ruble  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1104.29000000 
i. Amount and description of currency sold.
Amount of currency sold.
100000.00000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
7649140.00000000 
Description of currency purchased.
Russia Ruble  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1104.29000000 

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).
Deutsche Bank Aktiengesellschaft 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
7LTWFZYICNSX8D621K86 
c. Title of the issue or description of the investment.
PURCHASED EUR / SOLD JPY 
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
21CEKBCGHPN 
Description of other unique identifier.
Trade Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
1937.33000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.001598168843 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
Unknown  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of 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.
Deutsche Bank Aktiengesellschaft 
LEI (if any) of counterparty.
7LTWFZYICNSX8D621K86 
i. Amount and description of currency sold.
Amount of currency sold.
51723120.00000000 
Description of currency sold.
Japan Yen  
ii. Amount and description of currency purchased.
Amount of currency purchased.
400000.00000000 
Description of currency purchased.
Euro Member Countries  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1937.33000000 
i. Amount and description of currency sold.
Amount of currency sold.
51723120.00000000 
Description of currency sold.
Japan Yen  
ii. Amount and description of currency purchased.
Amount of currency purchased.
400000.00000000 
Description of currency purchased.
Euro Member Countries  
iii. Settlement date.
2021-04-08 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1937.33000000 

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).
CARLSON TRAVEL INC 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
5493002YB4LSO97BF704 
c. Title of the issue or description of the investment.
Carlson Travel Inc 
d. CUSIP (if any).
14282LAF0 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US14282LAF04 

Item C.2. Amount of each investment.

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

Balance
275000.00000000 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
253000.00000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.208708231164 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Long Short is not checked Short N/A is not 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.
Debt  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate  

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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.
2025-12-15 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
Fixed 
ii. Annualized rate.
6.75000000 
c. Currently in default? [Y/N] Yes is not checked Yes No is 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 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 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:

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).
London Metal Exchange 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
213800NB8G5VRT1DXC91 
c. Title of the issue or description of the investment.
TIN FUTURES 3 MONTHS XLME 20210603 
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
ADI1W8M61 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
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.
-9660.10000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00796894222 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
London Metal Exchange 
LEI (if any) of counterparty.
213800NB8G5VRT1DXC91 

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.
Tin 
Index identifier, if any.
LTM1 Comdty 

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.
2021-06-03 
iv. Aggregate notional amount or contract value on trade date.
-120442.40000000 
ISO Currency Code.
United States Dollar  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-9660.10000000 

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).
Deutsche Bank Aktiengesellschaft 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
7LTWFZYICNSX8D621K86 
c. Title of the issue or description of the investment.
PURCHASED INR / SOLD USD 
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
21CMKBCJCKN 
Description of other unique identifier.
Trade Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
India Rupee  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-66.13000000 
Exchange rate.
73.37891304 
Percentage value compared to net assets of the Fund.
-0.00005455286 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
INDIA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of 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.
Deutsche Bank Aktiengesellschaft 
LEI (if any) of counterparty.
7LTWFZYICNSX8D621K86 
i. Amount and description of currency sold.
Amount of currency sold.
13044.00000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
952301.64000000 
Description of currency purchased.
India Rupee  
iii. Settlement date.
2021-04-19 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-66.13000000 
i. Amount and description of currency sold.
Amount of currency sold.
13044.00000000 
Description of currency sold.
United States Dollar  
ii. Amount and description of currency purchased.
Amount of currency purchased.
952301.64000000 
Description of currency purchased.
India Rupee  
iii. Settlement date.
2021-04-19 
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-66.13000000 

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).
Chicago Board of Trade 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
549300EX04Q2QBFQTQ27 
c. Title of the issue or description of the investment.
WHEAT FUTURE(CBT) MAY21 XCBT 20210514 
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
ADI1KGY89 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

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

Balance
5.00000000 
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.
-797.90000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.00065821461 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 STATES OF AMERICA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

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

Is the investment a Restricted Security? Yes 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.
Chicago Board of Trade 
LEI (if any) of counterparty.
549300EX04Q2QBFQTQ27 

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

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

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

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

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

Index name.
Wheat 
Index identifier, if any.
W K1 Comdty 

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.
2021-05-14 
iv. Aggregate notional amount or contract value on trade date.
155485.40000000 
ISO Currency Code.
United States Dollar  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-797.90000000 

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).
GEO CORRECTIONS HLDGS 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
549300XXD9YCW478KH70 
c. Title of the issue or description of the investment.
GEO Corrections Holdings Inc 
d. CUSIP (if any).
36166WAA1 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US36166WAA18 

Item C.2. Amount of each investment.

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

Balance
-67000.00000000 
Units
Principal amount  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-70298.41000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-0.05799152887 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Short N/A is not 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.
Debt  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
 

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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.
2026-02-23 

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
Fixed 
ii. Annualized rate.
6.50000000 
c. Currently in default? [Y/N] Yes is not checked Yes No is 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 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 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 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.

Reference Instrument Record: 1
Name of issuer.
GEO Group Inc/The 
Title of issue.
GEO Group Inc/The 
Currency in which denominated.
United States Dollar  

At least one of the following other identifiers:

Identifier.
CUSIP
CUSIP.
36162J106 
Identifier.
ISIN (if CUSIP is not available)
ISIN (if CUSIP is not available).
US36162J1060 

iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.

Bond Currency Record: 1
Conversion ratio per 1000 units
108.40110000 
ISO Currency Code
United States Dollar  
v. Delta (if applicable).
XXXX 

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

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if 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:

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).
Bursa Malaysia 
b. LEI (if any) of 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.
CRUDE PALM OIL FU JUN21 XKLS 20210615 
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
ADI1WKJD3 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

Balance. Indicate 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.
Malaysia Ringgit  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
426.89000000 
Exchange rate.
4.14650000 
Percentage value compared to net assets of the Fund.
0.000352155955 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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.
MALAYSIA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of 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.
Bursa Malaysia 
LEI (if any) of counterparty.
N/A 

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.
Crude Palm Oil 
Index identifier, if any.
KOM1 Comdty 

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.
2021-06-15 
iv. Aggregate notional amount or contract value on trade date.
-92170.11000000 
ISO Currency Code.
Malaysia Ringgit  
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
426.89000000 

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).
SPDR S&P 500 ETF Trust 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
549300NZAMSJ8FXPQQ63 
c. Title of the issue or description of the investment.
SPDR S&P 500 ETF Trust 
d. CUSIP (if any).
78462F103 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US78462F1030 

Item C.2. Amount of each investment.

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

Balance
-6568.00000000 
Units
Number of shares  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-2603095.44000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
-2.14738120488 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Short N/A is not 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.
Equity-common  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund  

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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:

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).
Intuit Inc 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
VI90HBPH7XSFMB9E4M29 
c. Title of the issue or description of the investment.
Intuit Inc 
d. CUSIP (if any).
461202103 

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4612021034 

Item C.2. Amount of each investment.

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

Balance
315.00000000 
Units
Number of shares  
Description of other units.
 
Currency. Indicate the currency in which the investment is denominated.
United States Dollar  
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
120663.90000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.099539719899 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 checked Long Short is not checked Short N/A is not 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.
Equity-common  
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate  

Item C.5. Country of investment or issuer.

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

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

Is the investment a Restricted Security? Yes 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:

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).
BNP Paribas 
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
R0MUWSFPU8MPRO8K5P83 
c. Title of the issue or description of the investment.
Long: BNPUFSGB1 TRS USD R V 03MLIBOR 3ML - 0.05 / Short: BNPUFSGB1 TRS USD P E BNPUFSGB 
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
99S1946X5 
Description of other unique identifier.
Internal Identifier 

Item C.2. Amount of each investment.

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

Balance
4246839.70000000 
Units
Other units  
Description of other units.
Notional Amount 
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.
214158.37000000 
Exchange rate.
 
Percentage value compared to net assets of the Fund.
0.176666460837 

Item C.3. Indicate payoff profile among the following categories (long, short, N/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 STATES OF AMERICA  
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
 

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

Is the investment a Restricted Security? Yes 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.
BNP Paribas 
LEI (if any) of counterparty.
R0MUWSFPU8MPRO8K5P83 

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.
BNP Equity Growth Factor 
Index identifier, if any.
BNPUFSGB 

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.
 

For all other indices or custom baskets provide:

i. Name.
Apellis Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
APLS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-166.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7153.13000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Beyond Meat Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BYND 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-76.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9940.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
First Hawaiian Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FHB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-108.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2966.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aspen Group Inc/CO 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ASPU 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1148.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6893.34000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lindblad Expeditions Holdings 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LIND 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-445.86000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8426.69000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RealReal Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
REAL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-352.14000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7968.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
8x8 Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EGHT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-510.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16573.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sprout Social Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-269.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15582.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Agenus Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AGEN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2343.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6374.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
HCA Healthcare Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HCA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7346.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cintas Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CTAS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-15.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5321.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CoreSite Realty Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
COR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-45.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5492.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Liberty Broadband Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LBRDK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-121.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18175.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Essent Group Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ESNT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-118.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5639.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CIM Commercial Trust Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CMCT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-413.29000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5327.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ambarella Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AMBA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-155.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15604.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Allegion PLC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ALLE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-43.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5415.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
OptimizeRx Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OPRX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-146.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7157.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
iRobot Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IRBT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-69.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8483.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
OneSpaWorld Holdings Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OSW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-764.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8141.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Castle Biosciences Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CSTL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-116.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7970.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Neenah Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-91.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4704.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Oxford Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OXM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-93.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8164.41000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Silvergate Capital Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-21.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3097.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
DocuSign Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DOCU 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-79.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16161.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
BANDWIDTH INC-CLASS A 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BAND 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-153.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19477.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cohen & Steers Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CNS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-81.34000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5314.19000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Energy Recovery Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ERII 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-277.48000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5088.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Novocure Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NVCR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-53.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7037.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chesapeake Utilities Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CPK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-66.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7768.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Helmerich & Payne Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-214.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5789.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vail Resorts Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MTN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7602.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Iridium Communications Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IRDM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-480.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19831.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Crowdstrike Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CRWD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-85.95000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15687.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TripAdvisor Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TRIP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-315.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16949.56000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Southern Copper Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SCCO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-70.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4754.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Luna Innovations Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LUNA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1426.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15022.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Paratek Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PRTK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-934.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6596.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Columbia Banking System Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
COLB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-66.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2863.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hersha Hospitality Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-425.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4490.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Penn Virginia Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PVAC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-418.17000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5603.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lindsay Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LNN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-30.98000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5161.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Guardant Health Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-51.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7911.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Westamerica Bancorporation 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WABC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-49.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3128.76000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Target Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TGT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-45.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9071.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RLJ Lodging Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RLJ 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-308.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4778.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Clearfield Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CLFD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-510.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15388.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Mission Produce Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AVO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-494.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9408.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lovesac Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LOVE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-143.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8104.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Badger Meter Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BMI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-168.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15725.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
German American Bancorp Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GABC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-65.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3024.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
IHS Markit Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
INFO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-55.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5330.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Impinj Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-274.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15589.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Axon Enterprise Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AXON 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-37.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5350.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Stratus Properties Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
STRS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-187.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5713.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
HEICO Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HEI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-40.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5146.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cerecor Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CERC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2270.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6857.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
United Parcel Service Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UPS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-32.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5579.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aspen Aerogels Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ASPN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-329.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6692.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tetra Tech Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TTEK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5309.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pool Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
POOL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-24.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8430.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Wolverine World Wide Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WWW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-203.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7787.11000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
X4 Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
XFOR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-843.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7258.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Commerce Bancshares Inc/MO 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CBSH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3052.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
BancFirst Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BANF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-42.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3003.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Magnite Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MGNI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-173.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7236.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Honeywell International Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HON 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-24.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5308.34000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Air Products & Chemicals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
APD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-18.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5343.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rafael Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RFL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-112.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4474.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
REGIS CORP 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RGS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-669.87000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8413.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Old Dominion Freight Line Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ODFL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-22.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5493.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Anaplan Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PLAN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-307.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16554.88000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CODEXIS INC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CDXS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-353.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8091.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Enphase Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ENPH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-110.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17855.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Verisk Analytics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VRSK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-30.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5447.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Arista Networks Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ANET 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-57.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17391.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tesla Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TSLA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-12.59000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8412.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ball Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BLL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-61.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5240.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Glacier Bancorp Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GBCI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-51.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2923.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GoHealth Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GOCO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-435.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5090.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Codiak Biosciences Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CDAK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-417.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6291.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cognex Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CGNX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-204.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16953.59000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pegasystems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PEGA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-145.48000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16634.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PDF Solutions Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PDFS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-937.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16667.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Blue Bird Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BLBD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-203.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5097.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
World Acceptance Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WRLD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-38.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4987.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RH 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-16.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10100.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Norwegian Cruise Line Holdings 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NCLH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-284.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7839.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vulcan Materials Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VMC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-30.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5131.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dominion Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
D 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-105.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8022.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lakeland Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LKFN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-44.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3047.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nutanix Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NTNX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-637.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16928.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
EastGroup Properties Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EGP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5265.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Saia Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SAIA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5428.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pacific Premier Bancorp Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PPBI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-69.58000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3022.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
City Holding Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CHCO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-38.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3119.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Expedia Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EXPE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-45.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7831.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Signature Bank/New York NY 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SBNY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-13.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3077.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Park National Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PRK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2979.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Match Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MTCH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-125.86000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17290.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Zoom Video Communications Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ZM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-51.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16605.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Medifast Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MED 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-43.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9218.19000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vicor Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VICR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-59.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5019.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Matson Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MATX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-71.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4744.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Stock Yards Bancorp Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SYBT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-61.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3140.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chefs' Warehouse Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CHEF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-329.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10044.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Donaldson Co Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DCI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-87.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5064.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Liberty TripAdvisor Holdings I 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LTRPA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2600.95000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16594.08000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Contango Oil & Gas Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MCF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1565.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6106.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Stitch Fix Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SFIX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-156.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7765.21000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sunstone Hotel Investors Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SHO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-397.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4955.24000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Range Resources Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RRC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-674.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6970.73000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
First Merchants Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FRME 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-65.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3046.97000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Simpson Manufacturing Co Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SSD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-49.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5129.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pixelworks Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PXLW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-4268.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14129.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Veritone Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VERI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-608.90000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14601.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ESCO Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ESE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-47.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5163.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Liberty Oilfield Services Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LBRT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-546.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6170.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
National Oilwell Varco Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NOV 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-428.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5885.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dime Community Bancshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DCOM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-98.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2983.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Inter Parfums Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IPAR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-136.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9690.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PRA Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PRAA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-147.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5479.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Inphi Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IPHI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-101.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18185.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Gibraltar Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ROCK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-59.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5450.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aon PLC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AON 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.47000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5400.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Trex Co Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TREX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-57.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5305.76000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Marsh & McLennan Cos Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MMC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-44.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5378.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bluebird Bio Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BLUE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-242.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7300.97000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Copart Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CPRT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-48.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5238.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lululemon Athletica Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LULU 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.85000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8235.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PREFERRED BANK/LOS ANGELES 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PFBC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-48.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3119.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Catabasis Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CATB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2182.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6308.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Host Hotels & Resorts Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HST 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-292.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4935.52000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
First Financial Bankshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FFIN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3006.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Alphatec Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ATEC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-413.58000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6530.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Primerica Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PRI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-34.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5100.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NextEra Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NEE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-109.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8251.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Shockwave Medical Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SWAV 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8347.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ryman Hospitality Properties I 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RHP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4996.13000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
HealthEquity Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HQY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-102.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6972.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Watsco Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WSO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-20.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5327.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Progyny Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PGNY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-159.35000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7092.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sientra Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SIEN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-993.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7245.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Outset Medical Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-151.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8225.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Genasys Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GNSS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2239.58000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14982.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Public Storage 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PSA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-21.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5372.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Concert Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CNCE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1202.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6000.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sysco Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SYY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-129.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10205.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hawaiian Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-185.34000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4943.14000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PAR Technology Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PAR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-211.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13859.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Advanced Drainage Systems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WMS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-50.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5239.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Burlington Stores Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BURL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8007.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cavco Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CVCO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-37.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8552.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CryoPort Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CYRX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-138.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7210.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Turning Point Brands Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TPB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-198.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10330.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sirius XM Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SIRI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-3035.87000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18488.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
O'Reilly Automotive Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ORLY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-17.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8653.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ubiquiti Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-48.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14439.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Quaker Chemical Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KWR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-20.86000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5086.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Array Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ARRY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-177.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5290.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AZEK Co Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AZEK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-123.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5192.76000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Antero Resources Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-700.26000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7142.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cogent Communications Holdings 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CCOI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-291.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-20043.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Homology Medicines Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FIXX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-726.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6833.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Repligen Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RGEN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7129.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sherwin-Williams Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SHW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-7.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5310.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lemonade Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LMND 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-54.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5098.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
International Flavors & Fragra 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IFF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-37.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5181.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
VF Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VFC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-103.73000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8290.39000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PetIQ Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PETQ 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-203.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7182.08000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Exponent Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EXPO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-55.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5375.73000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bloom Energy Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-205.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5547.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
OLLIE'S BARGAIN OUTLET HOLDI 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OLLI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-95.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8320.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cheniere Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LNG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-90.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6546.57000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Webster Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WBS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-52.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2888.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pacific Biosciences of Califor 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PACB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-230.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7666.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Inari Medical Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NARI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-67.30000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7201.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Patterson-UTI Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PTEN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-835.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5955.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dave & Buster's Entertainment 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PLAY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-180.32000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8637.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Arthur J Gallagher & Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AJG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-41.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5194.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Home Depot Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-29.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8867.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Selectquote Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SLQT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-181.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5365.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Veeva Systems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VEEV 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-28.97000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7568.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Coastal Financial Corp/WA 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CCB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-117.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3084.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Crocs Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CROX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-105.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8498.59000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Live Oak Bancshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LOB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-49.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3421.89000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Safehold Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SAFE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-70.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4907.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bank of Hawaii Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BOH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-33.26000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2976.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Avid Technology Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AVID 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-807.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17051.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
National CineMedia Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NCMI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-3367.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15555.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Trimble Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TRMB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-219.10000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17043.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Philip Morris International In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-112.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10010.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Albemarle Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ALB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-33.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4895.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kirby Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KEX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-78.26000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4717.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NMI Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NMIH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-211.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5002.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Keysight Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KEYS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-120.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17238.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Safeguard Scientifics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SFE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-721.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4922.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Iteris Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ITI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2454.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15146.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pioneer Bancorp Inc/NY 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PBFS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-254.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2960.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ChromaDex Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CDXC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-635.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5936.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Etsy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ETSY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.26000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7918.25000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ProPetro Holding Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PUMP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-588.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6269.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Minerva Neurosciences Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NERV 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2366.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6908.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Northwest Natural Holding Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NWN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-150.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8141.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kinsale Capital Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KNSL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-31.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5182.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NeoGenomics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NEO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-150.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7241.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Boingo Wireless Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WIFI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1319.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18558.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Epizyme Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EPZM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-826.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7194.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Veritex Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VBTX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-96.47000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3156.62000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Skyline Champion Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SKY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-190.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8602.39000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Martin Marietta Materials Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MLM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-15.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5050.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ameren Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AEE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-98.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8041.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Diamondback Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FANG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-86.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6353.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Personalis Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PSNL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-297.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7331.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Installed Building Products In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IBP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-75.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8346.48000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Southern Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-128.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7988.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Quantum Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
QMCO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1853.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15440.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Marinus Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MRNS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-461.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7136.60000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
H&R Block Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HRB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-392.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8555.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Acadia Realty Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AKR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-257.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4883.29000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Graco Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GGG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-75.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5371.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Independent Bank Corp/Rockland 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
INDB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-34.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2903.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Apple Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AAPL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-135.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16568.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Quotient Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
QTNT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1815.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6681.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PCSB Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PCSB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-186.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3098.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
United Insurance Holdings Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UIHC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-692.44000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4992.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Passage Bio Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PASG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-385.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6733.89000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CorEnergy Infrastructure Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CORR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-648.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4588.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TFS Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TFSL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-152.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3105.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vroom Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VRM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-228.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8919.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Colgate-Palmolive Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-134.29000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10586.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ViewRay Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VRAY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1570.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6832.25000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cable One Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CABO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-10.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18793.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Greenhill & Co Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GHL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-302.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4990.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Peloton Interactive Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PTON 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-80.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9002.72000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Dollar General Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-46.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9321.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Palomar Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PLMR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-73.97000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4958.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Armstrong World Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AWI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-55.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5013.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Brigham Minerals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MNRL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-444.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6502.82000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Erie Indemnity Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ERIE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-22.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5077.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
10X Genomics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TXG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-43.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7878.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CoStar Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CSGP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-6.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5365.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Eastern Bankshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EBC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-165.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3197.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Allegro MicroSystems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ALGM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-627.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15897.39000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bank OZK 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OZK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-72.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2950.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Varonis Systems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VRNS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-306.73000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15747.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CBIZ Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CBZ 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-160.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5251.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pebblebrook Hotel Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PEB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-207.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5047.10000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Xcel Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
XEL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-124.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8274.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cyclerion Therapeutics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CYCN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1742.25000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4860.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Insulet Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PODD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-29.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7594.47000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ecolab Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ECL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-24.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5220.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Zscaler Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ZS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-91.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15748.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RPC Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RES 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1237.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6684.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Provention Bio Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PRVB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-562.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5903.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Home BancShares Inc/AR 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HOMB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-114.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3092.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Boeing Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-20.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5230.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Avery Dennison Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AVY 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-28.14000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5168.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Novanta Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NOVT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-127.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16849.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Leslie's Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LESL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-359.06000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8793.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
BRP Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BRP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-191.48000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5217.73000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SiTime Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SITM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-164.16000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16186.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Five9 Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FIVN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-100.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15770.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tempur Sealy International Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TPX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-215.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7864.66000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Century Aluminum Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CENX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-313.69000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5539.82000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lennox International Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LII 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-17.25000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5376.41000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Aligos Therapeutics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ALGS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-299.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6813.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vonage Holdings Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1558.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18425.24000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Linde PLC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LIN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-19.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5343.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
IAA Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IAA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-95.10000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5243.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Xenia Hotels & Resorts Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
XHR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-250.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4881.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Adaptive Biotechnologies Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ADPT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-176.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7086.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Illinois Tool Works Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ITW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5252.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Five Below Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FIVE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-43.93000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8380.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Royal Caribbean Cruises Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RCL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-93.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7965.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RingCentral Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RNG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-51.76000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15416.82000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pieris Pharmaceuticals Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PIRS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2788.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7167.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Vivint Smart Home Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VVNT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-561.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8035.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bogota Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BSBK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-309.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3172.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Coupa Software Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
COUP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-65.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16678.57000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
WD-40 Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WDFC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-34.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10608.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Steven Madden Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SHOO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-220.01000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8197.47000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Joint Corp/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
JYNT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-175.14000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8471.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Wingstop Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WING 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8211.87000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
First Republic Bank/CA 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FRC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-18.65000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3110.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bridgewater Bancshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BWB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-197.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3194.49000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Fathom Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FTHM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-126.97000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4651.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
American Express Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AXP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.96000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5227.28000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
XPEL Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
XPEL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-147.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7635.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Novagold Resources Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-557.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4865.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Quanterix Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
QTRX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-126.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7410.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Tradeweb Markets Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-72.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5359.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NanoString Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NSTG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-111.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7301.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Precision BioSciences Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DTIL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-688.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7121.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MBIA Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MBI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-526.94000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5069.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Intrepid Potash Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IPI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-141.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4598.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Seacoast Banking Corp of Flori 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SBCF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-82.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2983.70000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pulmonx Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LUNG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-132.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6061.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Scotts Miracle-Gro Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SMG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-22.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5470.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hospitality Properties Trust 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SVC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-398.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4727.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Grocery Outlet Holding Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-288.50000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10642.61000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
APPIAN CORP 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
APPN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-110.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14643.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Comtech Telecommunications Cor 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CMTL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-597.77000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14848.53000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
RBC Bearings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ROLL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.33000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5180.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
DiamondRock Hospitality Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DRH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-468.39000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4824.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Costco Wholesale Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
COST 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-31.63000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-11148.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lowe's Cos Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LOW 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-47.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8946.26000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Digimarc Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DMRC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-468.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-13882.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
MarketAxess Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MKTX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-10.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5232.65000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Coherent Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
COHR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-62.71000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15857.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cardlytics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CDLX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-150.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16454.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
American Airlines Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AAL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-212.88000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5087.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Smartsheet Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SMAR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-267.66000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17109.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Helen of Troy Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HELE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8332.85000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ares Management Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ARES 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-96.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5407.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Generac Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GNRC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-17.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5609.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
WaVe Life Sciences Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WVE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-764.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4290.77000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Raven Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RAVN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-128.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4921.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Limoneira Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LMNR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-594.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10399.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Teladoc Health Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TDOC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7189.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Uniti Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UNIT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-458.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5058.47000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Allegheny Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ATI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-238.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5014.80000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AptarGroup Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ATR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.11000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5115.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cree Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CREE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-155.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16769.18000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Immersion Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IMMR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1617.10000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15491.83000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NIKE Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NKE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-57.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7635.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Nordson Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NDSN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-25.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5090.13000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Construction Partners Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ROAD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-160.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4797.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
nLight Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LASR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-467.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15147.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Napco Security Technologies In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NSSC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-466.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16237.03000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
eXp World Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EXPI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-110.40000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5028.75000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Inspire Medical Systems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
INSP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.43000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7541.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Exagen Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
XGN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-356.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6243.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TRUPANION INC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TRUP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-66.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5036.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Capitol Federal Financial Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CFFN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-232.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3081.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Southwestern Energy Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SWN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1558.37000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7246.41000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AXA Equitable Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EQH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-162.04000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5285.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Paycom Software Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PAYC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-44.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16559.24000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bright Horizons Family Solutio 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BFAM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-48.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8327.57000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Celsius Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CELH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-224.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10792.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
SVB Financial Group 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SIVB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-5.79000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2855.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Equinix Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EQIX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-8.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5536.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Powerfleet Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PWFL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1866.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15341.09000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Cullen/Frost Bankers Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CFR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-27.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2969.95000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CrossFirst Bankshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CFB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-216.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2987.45000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Brown-Forman Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BF/B 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-144.49000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9965.64000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Garmin Ltd 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GRMN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-65.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8645.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Theravance Biopharma Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TBPH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-373.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7618.54000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
American Tower Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AMT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.68000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5661.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
National Research Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NRC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-151.52000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7095.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
DMC Global Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BOOM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-116.75000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6334.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pinnacle Financial Partners In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PNFP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-34.03000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3017.17000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
FuelCell Energy Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FCEL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-368.48000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5309.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ambac Financial Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AMBC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-291.45000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4878.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
ServisFirst Bancshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SFBS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-51.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3178.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kindred Biosciences Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KIN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-1537.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7642.37000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Datadog Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DDOG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-199.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16638.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Itron Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ITRI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-184.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16380.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CVB Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CVBF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-133.92000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2958.25000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Triumph Bancorp Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TBK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-38.66000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2991.68000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Clorox Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CLX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-55.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10681.36000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TriState Capital Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TSC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-127.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2945.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Bio-Techne Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TECH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-19.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7490.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Estee Lauder Cos Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
EL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-35.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10353.02000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Oak Street Health Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OSH 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-136.23000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7393.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Brown & Brown Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BRO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-115.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5269.42000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pure Cycle Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PCYO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-540.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7249.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
FactSet Research Systems Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FDS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-16.99000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5243.78000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Anterix Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ATEX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-395.36000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-18645.30000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Southside Bancshares Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SBSI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-80.81000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3111.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Valmont Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VMI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-21.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5156.27000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
VYNE Therapeutics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VYNE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-991.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6784.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Zebra Technologies Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ZBRA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-35.46000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17202.33000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chegg Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CHGG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-91.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7799.04000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
UDR Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UDR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-117.10000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5135.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TriCo Bancshares 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TCBK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.53000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3056.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
WEC Energy Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WEC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-88.17000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8252.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Montrose Environmental Group I 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MEG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-110.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5530.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Atlassian Corp PLC 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TEAM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-74.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15713.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Carvana Co 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CVNA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-31.30000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8213.24000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
S&P Global Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPGI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-15.12000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5336.12000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
1Life Healthcare Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ONEM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-187.64000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7332.99000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Amedisys Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AMED 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-27.27000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7220.07000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Foghorn Therapeutics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FHTX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-621.60000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8192.67000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Independent Bank Group Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IBTX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-41.34000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2986.56000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
John Bean Technologies Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
JBT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-37.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5022.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Livent Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LTHM 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-292.00000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5057.51000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Elastic NV 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ESTC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-146.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16269.89000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Biohaven Pharmaceutical Holdin 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BHVN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-102.80000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7026.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Galera Therapeutics Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GRTX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-650.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5740.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Penumbra Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PEN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.38000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7139.10000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lattice Semiconductor Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LSCC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-371.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16727.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
IDEX Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IEX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-26.24000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5491.71000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Loral Space & Communications I 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LORL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-453.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17093.89000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Acutus Medical Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AFIB 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-435.82000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5826.90000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Roper Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ROP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-13.10000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5285.35000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Lyft Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
LYFT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-79.57000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5027.46000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Universal Display Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OLED 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-72.02000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17053.32000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Community Bank System Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CBU 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-40.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3075.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Equity LifeStyle Properties In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ELS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-81.84000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5208.05000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Axos Financial Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-60.83000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2859.74000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
International Bancshares Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IBOC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-64.05000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2973.22000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Hamilton Lane Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HLNE 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-61.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5429.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
AAON Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AAON 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-72.18000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5053.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Retail Value Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RVI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-298.21000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5579.58000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Six Flags Entertainment Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SIX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-167.91000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7802.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Columbia Financial Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CLBK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-178.61000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3122.06000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
BRT Apartments Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BRT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-279.55000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4707.55000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
NVIDIA Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NVDA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-32.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17153.01000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
New York Times Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NYT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-380.89000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-19280.57000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sunnova Energy International I 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
NOVA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-229.19000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9355.66000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Spirit AeroSystems Holdings In 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-105.08000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5112.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Maui Land & Pineapple Co Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
MLP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-442.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5105.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chart Industries Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GTLS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-36.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5201.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Chemical Financial Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TCF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-65.74000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3054.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Green Dot Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GDOT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-105.28000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4820.91000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GSI Technology Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GSIT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-2109.54000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-14112.81000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
elf Beauty Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ELF 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-368.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-9876.92000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Sun Hydraulics Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
HLIO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-71.15000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5184.94000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Domo Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DOMO 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-269.78000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15186.15000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Discover Financial Services 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DFS 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-55.07000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5231.44000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Uber Technologies Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
UBER 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-94.42000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5146.79000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Schrodinger Inc/United States 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SDGR 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-96.14000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7334.84000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Viad Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
VVI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-124.31000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5189.86000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Plug Power Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PLUG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-144.62000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5183.00000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
CSW Industrials Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
CSWI 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-39.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5355.40000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Kansas City Southern 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
KSU 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.55000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-6214.16000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
3D Systems Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
DDD 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-547.70000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-15028.96000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
First Bancorp/Southern Pines N 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
FBNC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-68.35000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-2973.38000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
PG&E Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PCG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-686.97000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8044.43000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
GrowGeneration Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
GRWG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-162.09000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8054.23000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Altabancorp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ALTA 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-79.67000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-3349.50000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Walmart Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
WMT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-78.58000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-10672.93000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Park Hotels & Resorts Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PK 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-226.35000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-4884.63000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Redfin Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
RDFN 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-76.13000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5069.20000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Booking Holdings Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
BKNG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-3.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-8166.10000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
TechTarget Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TTGT 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-249.51000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-17328.59000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Pennant Group Inc/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
PNTG 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-153.35000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-7023.56000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
IPG Photonics Corp 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
IPGP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-77.56000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-16361.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Ameriprise Financial Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
AMP 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-23.22000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5398.31000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Toro Co/The 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
TTC 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-50.20000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5177.88000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Omega Flex Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
OFLX 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-35.41000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5589.98000000 
ISO Currency Code.
United States Dollar  

For all other indices or custom baskets provide:

i. Name.
Rollins Inc 

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
ROL 
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-159.29000000 
ISO Currency Code.
United States Dollar  
iv. Value.
-5482.83000000 
ISO Currency Co