NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
183666
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
106177.73000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.014221907279
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
3044737.95000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
27561500.00000000
|
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
106177.73000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
3044737.95000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
27561500.00000000
|
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
106177.73000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
LME Copper Base Metal
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
GB00H24ZTZ64
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
MCU3
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
LMCADP 20211220 LME Comdty
|
| Description of other unique identifier.
|
Future Ticker
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
4.00000000
|
| Units
|
Number of contracts
|
| Description of other units.
|
|
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
|
-14535.52000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00194695081
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
LME Clear
|
| LEI (if any) of counterparty. |
213800L8AQD59D3JRW81
|
d. For futures and forwards (other than forward foreign currency contracts), provide:
| i. Payoff profile, selected from among the following (long, short).
|
Long
|
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
|
N/A
|
| Title of issue.
|
LME Copper Base Metal
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
GB00H24ZTZ64
|
| iii. Expiration date.
|
2021-12-20
|
| iv. Aggregate notional amount or contract value on trade date.
|
893375.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-14535.52000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
183420
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-18703.50000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00250522819
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4535852.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
499849.09000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-18703.50000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4535852.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
499849.09000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-18703.50000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
ETRSI
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
AQR13247588
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
31219457.36000000
|
| Units
|
Principal amount
|
| 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.
|
-33467.16000000
|
| Exchange rate.
|
8.75440000
|
| Percentage value compared to net assets of the Fund.
|
-0.00448273707
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
E57ODZWZ7FF32TWEFA76
|
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
|
MSCI Sweden Net Return Index
|
| Index identifier, if any.
|
M7SE Index
|
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
|
N/A
|
| Receipts: Floating rate Spread.
|
0.00000000
|
| Receipt: Floating Rate Reset Dates.
|
Month
|
| Receipt: Floating Rate Reset Dates Unit.
|
0
|
| Receipts: Floating Rate Tenor.
|
Month
|
| Receipts: Floating Rate Tenor Unit.
|
1
|
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
|
0.00000000
|
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
|
Floating
|
| Payments: Floating rate Index.
|
STIBOR
|
| Payments: Floating rate Spread.
|
0.00000000
|
| Payment: Floating Rate Reset Dates.
|
Month
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Month
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2021-12-15
|
| iii. Upfront payments or receipts |
| Upfront payments.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
|
31219457.36000000
|
| ISO Currency Code.
|
SEK
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-33467.16000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
184736
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
618.67000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000082867352
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1545738.00000000
|
| Description of currency sold.
|
Israel Shekel
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
480412.71000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
618.67000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1545738.00000000
|
| Description of currency sold.
|
Israel Shekel
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
480412.71000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
618.67000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
183907
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-19593.99000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00262450430
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
15200000.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2736558.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-19593.99000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
15200000.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2736558.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-19593.99000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
195085
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
242.65000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000032501597
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
49791.04000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
324500.00000000
|
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
242.65000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
49791.04000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
324500.00000000
|
| Description of currency purchased.
|
China Yuan Renminbi
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
242.65000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
185278
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
693.73000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000092921215
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
39214.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
46188.28000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
693.73000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
39214.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
46188.28000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
693.73000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
194743
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
9265.52000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.001241064075
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1277782.00000000
|
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
950182.36000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
9265.52000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1277782.00000000
|
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
950182.36000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
9265.52000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
216232
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-18386.19000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00246272631
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
3466000.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2718029.57000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-18386.19000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
3466000.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2718029.57000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-18386.19000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
194313
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
34962.44000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.004683021382
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
17422659.00000000
|
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2026547.74000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
34962.44000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
17422659.00000000
|
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2026547.74000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
34962.44000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
195620
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
95902.66000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.012845619682
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5053217.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5528498.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
95902.66000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5053217.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5528498.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
95902.66000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
195638
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
6403.93000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000857770256
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
9588500.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1102590.82000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
6403.93000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
9588500.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1102590.82000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
6403.93000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
217801
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-116.90000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00001565809
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
457500.00000000
|
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
70423.66000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-116.90000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
457500.00000000
|
| Description of currency sold.
|
China Yuan Renminbi
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
70423.66000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-116.90000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Total Return Basket Swap
|
| d. CUSIP (if any).
|
000000000
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
74200052700 PJPM PLN
|
| Description of other unique identifier.
|
Inhouse Account Number
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
9261193.67999999
|
| Units
|
Principal amount
|
| Description of other units.
|
|
| Currency. Indicate the currency in which the investment is denominated.
|
Poland Zloty
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
|
-72212.64999999
|
| Exchange rate.
|
3.97725000
|
| Percentage value compared to net assets of the Fund.
|
-0.00967247663
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JPMorgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
|
N/A
|
| Index identifier, if any.
|
N/A
|
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
|
Rec/pay the total return of custom basket plus WIBOR +/- spread (-1.15% to 0.70%). PLN Currency. Maturity 55-61 Months 04/17/26 to 10/01/26
|
For all other indices or custom baskets provide:
| i. Name.
|
Powszechna Kasa Oszczednosci Bank Polski SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLPKO0000016
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
174556.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
853.49000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Polskie Gornictwo Naftowe i Gazownictwo SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLPGNIG00014
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1602280.51000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
59767.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Santander Bank Polska SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLBZ00000044
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
68837.11000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1364.65000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Polski Koncern Naftowy ORLEN SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLPKN0000018
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1443033.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
103689.95000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cyfrowy Polsat SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLCFRPT00013
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
141210.71000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9042.26000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PGE Polska Grupa Energetyczna SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLPGER000010
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1261832.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-124820.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
KGHM Polska Miedz SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLKGHM000017
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
28755.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-389.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLOPTTC00011
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
12343.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-480.87000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLDINPL00011
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2029742.21000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-728.68000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLLPP0000011
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
986108.49000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23693.51000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Powszechny Zaklad Ubezpieczen SA
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
PLPZU0000011
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1512493.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
54306.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
|
WIBOR
|
| Receipts: Floating rate Spread.
|
0.00700000
|
| Receipt: Floating Rate Reset Dates.
|
Month
|
| Receipt: Floating Rate Reset Dates Unit.
|
1
|
| Receipts: Floating Rate Tenor.
|
Month
|
| Receipts: Floating Rate Tenor Unit.
|
1
|
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
|
0.00000000
|
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
|
Floating
|
| Payments: Floating rate Index.
|
WIBOR
|
| Payments: Floating rate Spread.
|
0.00700000
|
| Payment: Floating Rate Reset Dates.
|
Month
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Month
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2026-04-17
|
| iii. Upfront payments or receipts |
| Upfront payments.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
|
9261194.00000000
|
| ISO Currency Code.
|
USD
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
76181.42000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
193475
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1.56000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00000020895
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
396.31000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
500.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1.56000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
396.31000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
500.00000000
|
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1.56000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
183979
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
46616.13000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.006243967342
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
2229377.64000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
34625000.00000000
|
| Description of currency purchased.
|
South Africa Rand
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
46616.13000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
2229377.64000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
34625000.00000000
|
| Description of currency purchased.
|
South Africa Rand
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
46616.13000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
195541
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
104803.63000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.014037854344
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5206346.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5702024.94000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
104803.63000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5206346.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5702024.94000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
104803.63000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
184754
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-8577.87000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00114895724
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4535852.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
509974.72000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8577.87000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4535852.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
509974.72000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8577.87000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
182756
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
29709.14000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.003979371516
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1323804.00000000
|
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1813623.99000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
29709.14000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1323804.00000000
|
| Description of currency sold.
|
United Kingdom Pound
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1813623.99000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
29709.14000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
ETRSI
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
AQR13247576
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
2674717417.00000000
|
| Units
|
Principal amount
|
| Description of other units.
|
|
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
|
-291979.74000000
|
| Exchange rate.
|
111.29500000
|
| Percentage value compared to net assets of the Fund.
|
-0.03910903717
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
E57ODZWZ7FF32TWEFA76
|
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
|
MSCI Japan Net Return Index
|
| Index identifier, if any.
|
M7JP Index
|
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
|
N/A
|
| Receipts: Floating rate Spread.
|
0.00000000
|
| Receipt: Floating Rate Reset Dates.
|
Month
|
| Receipt: Floating Rate Reset Dates Unit.
|
0
|
| Receipts: Floating Rate Tenor.
|
Month
|
| Receipts: Floating Rate Tenor Unit.
|
1
|
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
|
0.00000000
|
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
|
Floating
|
| Payments: Floating rate Index.
|
TONAR
|
| Payments: Floating rate Spread.
|
-0.09000000
|
| Payment: Floating Rate Reset Dates.
|
Day
|
| Payment: Floating Rate Reset Dates Unit.
|
1
|
| Payment: Floating Rate Tenor.
|
Month
|
| Payment: Floating Rate Tenor Unit.
|
1
|
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
|
0.00000000
|
| ii. Termination or maturity date.
|
2021-12-15
|
| iii. Upfront payments or receipts |
| Upfront payments.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
|
2674717417.00000000
|
| ISO Currency Code.
|
JPY
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-291979.74000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
190556
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-621.34000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00008322498
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
20522.16000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
673625.00000000
|
| Description of currency purchased.
|
Thailand Baht
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-621.34000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
20522.16000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
673625.00000000
|
| Description of currency purchased.
|
Thailand Baht
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-621.34000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
197243
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-2495.14000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00033420991
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
198774.67000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
232701500.00000000
|
| Description of currency purchased.
|
Korea (South) Won
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2495.14000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
198774.67000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
232701500.00000000
|
| Description of currency purchased.
|
Korea (South) Won
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-2495.14000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
190589
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
3008.23000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000402935419
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1277782.00000000
|
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
943925.07000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
3008.23000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1277782.00000000
|
| Description of currency sold.
|
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
943925.07000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
3008.23000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
190824
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
126796.58000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.016983685788
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
JP Morgan Chase Bank
|
| LEI (if any) of counterparty. |
7H6GLXDRUGQFU57RNE97
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
6839709.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
7480008.40000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
126796.58000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
6839709.00000000
|
| Description of currency sold.
|
Switzerland Franc
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
7480008.40000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
126796.58000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
184113
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
10538.07000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.001411514961
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
N/A
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Citibank
|
| LEI (if any) of counterparty. |
MBNUM2BPBDO7JBLYG310
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5386212.00000000
|
| Description of currency sold.
|
Denmark Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
850749.42000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
10538.07000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5386212.00000000
|
| Description of currency sold.
|
Denmark Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
850749.42000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2021-12-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
10538.07000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Total Return Basket Swap
|
| d. CUSIP (if any).
|
000000000
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
74200052700 PGS USD
|
| Description of other unique identifier.
|
Inhouse Account Number
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
756423644.67000020
|
| 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.
|
2956484.32000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.396004377481
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. |
Goldman Sachs International
|
| LEI (if any) of counterparty. |
W22LROWP2IHZNBB6K528
|
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
|
N/A
|
| Index identifier, if any.
|
N/A
|
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
|
Rec/pay the total return of custom basket plus OBFR +/- spread (-0.26% to 0.02%). USD Currency. Maturity 41-61 Months 01/13/25 to 09/30/26
|
For all other indices or custom baskets provide:
| i. Name.
|
Credit Acceptance Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
225310101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2210678.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
100845.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Regeneron Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
75886F107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
852093.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57629.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Kraft Heinz Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
500754106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
346439.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2446.34000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
902681105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2250463.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-150417.61000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lancaster Colony Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
513847103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
835778.31000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20942.73000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lennar Corp., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
526057104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1667972.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-114908.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
116794108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
891199.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-78365.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
S&P Global, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
78409V104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1322682.57000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
80923.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Texas Roadhouse, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
882681109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2819265.77000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57107.65000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Chemours Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
163851108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1002976.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-78333.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bristol-Myers Squibb Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
110122108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
886899.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-59623.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Clean Harbors, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
184496107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
265180.11000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8399.37000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
DraftKings, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
26142R104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2168933.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
647486.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Adaptive Biotechnologies Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00650F109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3847973.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
493591.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Waste Management, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
94106L109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1016096.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
28798.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
McDonald's Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
580135101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
783607.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4071.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Westlake Chemical Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
960413102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1950760.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
138911.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
MSA Safety, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
553498106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1098578.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
87011.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
172908105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1910532.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
96233.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Capital One Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
14040H105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4066904.73000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
148319.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CNA Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
126117100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
322504.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7884.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Fox Factory Holding Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
35138V102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1632290.22000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
72189.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
UMB Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
902788108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
94582.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7344.78000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Booking Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09857L108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
246882.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5740.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Madison Square Garden Sports Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
55825T103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4434721.55000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-228473.42000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Walgreens Boots Alliance, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
931427108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1126471.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79454.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
302520101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
155022.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5870.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
T-Mobile US, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
872590104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4184012.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
120516.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NetScout Systems, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
64115T104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
612950.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
416.67000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
General Mills, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
370334104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
131065.62000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3001.67000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NextEra Energy, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
65339F101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2955649.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
258843.39000000
|
| 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.
|
CUSIP |
| CUSIP. |
37637Q105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
873423.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-64698.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Service Corp. International
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
817565104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
75867.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2769.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Science Applications International Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
808625107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1323527.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
773.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cathay General Bancorp
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
149150104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4801.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
157.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
New York Times Co. (The), Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
650111107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1733663.49000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
41354.91000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PPG Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
693506107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
402001.11000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
32467.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
012653101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1175430.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
131193.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
35905A109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
520649.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
46938.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
717081103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1789560.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-87161.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Truist Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
89832Q109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
244687.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12182.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Zions Bancorp NA, Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
989701107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
61394.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4295.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Consolidated Edison, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
209115104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
57346.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1562.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Medpace Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
58506Q109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1535628.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31721.83000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
FirstEnergy Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
337932107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1241641.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
95859.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
302491303
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
610247.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
38827.69000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
69331C108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3020956.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-75523.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92839U206
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2519174.71000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
203158.19000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Public Service Enterprise Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
744573106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
821297.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
29524.78000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Synovus Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87161C501
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
483931.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31383.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Eagle Materials, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
26969P108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
945138.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-107297.34000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Capri Holdings Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
VGG1890L1076
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1072523.55000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-162747.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00191U102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1646752.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8587.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
America Movil SAB de CV, Class L
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
02364W105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
82094.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4785.38000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CommScope Holding Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
20337X109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1785861.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
148177.63000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
60770K107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
437970.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58916.85000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
30161Q104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
810296.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
61328.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
151290889
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
477701.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-22975.01000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Selective Insurance Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
816300107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
729619.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
55738.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
T. Rowe Price Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74144T108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1127681.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-117583.83000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Darden Restaurants, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
237194105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1501673.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
32617.06000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Boyd Gaming Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
103304101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1688282.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
46970.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
651587107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
552195.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5770.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
12685J105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2413276.03000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
220934.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
217204106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1757027.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
42684.42000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92552V100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1402853.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-150041.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Mohawk Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
608190104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1624984.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-117759.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Verizon Communications, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92343V104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
320117.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2630.37000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09062X103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1107339.87000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-60452.22000000
|
| 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.
|
CUSIP |
| CUSIP. |
88162G103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
319139.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1127.95000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
077454106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
48705.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
394.78000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
96145D105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3270193.41000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-127972.65000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Raymond James Financial, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
754730109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
988041.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3925.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Black Hills Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
092113109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1886565.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
185770.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Howard Hughes Corp. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
44267D107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
280816.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6140.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Home BancShares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
436893200
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
417186.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-35991.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Monster Beverage Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
61174X109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1400582.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
118567.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Ralph Lauren Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
751212101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1027897.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25179.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
55261F104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
419496.06000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31994.51000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
68622V106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2577785.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-147232.18000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Arrow Electronics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
042735100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4285435.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-116018.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Valley National Bancorp
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
919794107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
124022.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7733.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
260557103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
831396.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-37402.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
55354G100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1733769.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
126882.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
488401100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
80949.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1042.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Ionis Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
462222100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2994518.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
242847.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lamb Weston Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
513272104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
710296.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1388.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Herman Miller, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
600544100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2630475.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-162092.01000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
JE00B783TY65
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2356854.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-632.84000000
|
| 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.
|
CUSIP |
| CUSIP. |
83001A102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1779942.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-91300.58000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Marsh & McLennan Cos., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
571748102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1735993.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
101571.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
117043109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3107802.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-43712.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Southern Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
842587107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
795694.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
62675.29000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PulteGroup, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
745867101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1767965.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-98562.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Expeditors International of Washington, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
302130109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1888448.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-70111.11000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Jacobs Engineering Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
469814107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
536879.03000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12234.02000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sirius XM Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
82968B103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3274120.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-15721.74000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
06417N103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
601677.02000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
25898.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
SYNNEX Corp. (Non-Voting)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87162W100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3489640.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-609429.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
670346105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
312607.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-26301.75000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Merck & Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
58933Y105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
866393.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
16796.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Virtu Financial, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
928254101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
947810.71000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19010.53000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sage Therapeutics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
78667J108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
701471.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4274.37000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
McCormick & Co., Inc. (Non-Voting)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
579780206
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1130125.41000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
79916.31000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Zebra Technologies Corp., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
989207105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1522035.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-183538.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
695263103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
234531.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14024.25000000
|
| 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.
|
CUSIP |
| CUSIP. |
459044103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
163395.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2629.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
BOK Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05561Q201
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
415243.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
25967.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Albertsons Cos., Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
013091103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1451840.94000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-35553.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CVS Health Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
126650100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
924719.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5993.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
77543R102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2137360.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
171275.31000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Constellation Brands, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
21036P108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
251142.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6341.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Reliance Steel & Aluminum Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
759509102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
654562.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-29355.06000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Duke Energy Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
26441C204
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
549431.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
35176.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
227046109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1144253.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
15551.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Compass Minerals International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
20451N101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2189471.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
57796.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Wyndham Hotels & Resorts, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
98311A105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
147124.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
11188.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Air Products and Chemicals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
009158106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
481999.02000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20720.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
532457108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
102817.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2307.29000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
941848103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1598560.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-236122.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Harmony Gold Mining Co. Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
413216300
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1445449.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9177.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Liberty Global plc, Class C
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
GB00B8W67B19
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1547946.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
16085.43000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Intercontinental Exchange, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
45866F104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
787091.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31315.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
First Horizon Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
320517105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
264907.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
13985.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CenterPoint Energy, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
15189T107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4452034.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
354714.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hilton Worldwide Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
43300A203
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1042480.01000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-50186.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
First Citizens BancShares, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
31946M103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
42158.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1277.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
871829107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1886355.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12735.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dominion Energy, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
25746U109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4579449.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
331681.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Chipotle Mexican Grill, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
169656105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
770628.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
39084.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
DuPont de Nemours, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
26614N102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
263665.22000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8858.80000000
|
| 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.
|
CUSIP |
| CUSIP. |
90353T100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4907526.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-486922.06000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Travel + Leisure Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
894164102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
800391.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20989.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
AngloGold Ashanti Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
035128206
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1282653.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
25669.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Johnson & Johnson
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
478160104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
681368.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13448.91000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
National Instruments Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
636518102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
800488.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
61827.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Liberty Media Corp.-Liberty SiriusXM
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
531229607
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
941282.63000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
11897.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Axis Capital Holdings Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
BMG0692U1099
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
347371.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
15769.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
BioMarin Pharmaceutical, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09061G101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
150251.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5482.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Vishay Intertechnology, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
928298108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2197544.65000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-84886.34000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Morningstar, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
617700109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
152568.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13211.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
RenaissanceRe Holdings Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
BMG7496G1033
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
234889.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18619.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
OGE Energy Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
670837103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1677499.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
129273.30000000
|
| 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.
|
CUSIP |
| CUSIP. |
39874R101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2125809.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
336069.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Caesars Entertainment, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
12769G100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1291444.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-65446.38000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Federated Hermes, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
314211103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1790425.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
30299.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Costco Wholesale Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
22160K105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1325133.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
48290.73000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
023586100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2845762.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-40790.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
82669G104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
912138.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-38793.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Juniper Networks, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
48203R104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
616860.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13897.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dell Technologies, Inc., Class C
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
24703L202
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
651186.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
47943.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bluebird Bio, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09609G100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
272336.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12968.41000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Penn National Gaming, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
707569109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
501060.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-75369.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Procter & Gamble Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
742718109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1213184.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-39888.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
10X Genomics, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
88025U109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3161124.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
803198.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hyatt Hotels Corp., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
448579102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
677554.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-43588.48000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Avis Budget Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
053774105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2801482.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-606808.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Adtalem Global Education, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00737L103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1738465.99000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19770.97000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
449253103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1743347.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-41268.48000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Under Armour, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
904311107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
755175.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
111517.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Boston Beer Co., Inc. (The), Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
100557107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
893591.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
58449.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Steel Dynamics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
858119100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
373511.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-32613.75000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
418056107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
489728.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-44837.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Gold Fields Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
38059T106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
124024.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8706.18000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Nu Skin Enterprises, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
67018T105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4105114.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-706926.61000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
452327109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
863543.69000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
114199.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Coty, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
222070203
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
968784.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
73953.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Skechers USA, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
830566105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1377829.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-147359.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Fifth Third Bancorp
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
316773100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
140815.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12077.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
FactSet Research Systems, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
303075105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1118806.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31769.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
733174700
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1587341.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
72551.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
68235P108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2331065.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
269634.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
931142103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
436538.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19702.89000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Neurocrine Biosciences, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
64125C109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
278810.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4244.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Liberty Broadband Corp., Class C
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
530307305
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3741200.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
239990.79000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Southwest Gas Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
844895102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
869640.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-44425.92000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
447011107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1232719.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
107482.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
OneMain Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
68268W103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
949462.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-24404.02000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
90353W103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1575782.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
92224.48000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Royal Caribbean Cruises Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
LR0008862868
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3919848.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-321696.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
CH0114405324
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
665835.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
72658.02000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
617446448
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
148981.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-10639.75000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CACI International, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
127190304
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1998774.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27911.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Alliant Energy Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
018802108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1467851.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
120071.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Archer-Daniels-Midland Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
039483102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1298316.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7572.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Graphic Packaging Holding Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
388689101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2177395.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-125763.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Discover Financial Services
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
254709108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
179115.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-237.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Robert Half International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
770323103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2838737.02000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-84882.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Travelers Cos., Inc. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
89417E109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1244505.87000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-48862.77000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
BJ's Wholesale Club Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05550J101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
412284.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-22971.42000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sonoco Products Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
835495102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1438857.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-100222.50000000
|
| 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.
|
CUSIP |
| CUSIP. |
78486Q101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
492275.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-43567.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Wynn Resorts Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
983134107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2269859.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
438729.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Darling Ingredients, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
237266101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
621575.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4427.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Norfolk Southern Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
655844108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
180633.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
6319.35000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Reynolds Consumer Products, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
76171L106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1864806.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-40625.89000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Energizer Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
29272W109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
646824.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6294.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
150870103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1742754.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25683.18000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Molson Coors Beverage Co., Class B
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
60871R209
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2719027.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19346.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
IPG Photonics Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
44980X109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
104860.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10486.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Clorox Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
189054109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
845273.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9703.87000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bank of America Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
060505104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
443857.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11840.51000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Fidelity National Financial, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
31620R303
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
551742.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-18983.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
22052L104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
633135.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-22569.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hancock Whitney Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
410120109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
88538.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5148.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Scientific Games Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
80874P109
|
| iii. Number of shares or notional amount or contract value as of the trad |
