NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
373544
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
60616.34000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.007901531997
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
4855557.37000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
43302000.00000000
|
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
60616.34000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4855557.37000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
43302000.00000000
|
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
60616.34000000
|
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 |
372462
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
20733.23000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.002702642228
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
240228.07000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1269000.00000000
|
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
20733.23000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
240228.07000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1269000.00000000
|
| Description of currency purchased.
|
Brazil Real
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
20733.23000000
|
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 |
399128
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1325.83000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00017282614
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
182000.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
144229.85000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1325.83000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
182000.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
144229.85000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1325.83000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
382835
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1075.70000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00014022090
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
46200751.00000000
|
| Description of currency sold.
|
Chile Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
56911.28000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1075.70000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
46200751.00000000
|
| Description of currency sold.
|
Chile Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
56911.28000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1075.70000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
381608
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-238681.00000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.03111282467
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
14736001.00000000
|
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
9961160.39000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-238681.00000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
14736001.00000000
|
| Description of currency sold.
|
New Zealand Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
9961160.39000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-238681.00000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
370935
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
42654.10000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.005560097095
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
1436968.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1636802.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
42654.10000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1436968.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1636802.55000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
42654.10000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
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 |
408809
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
2352.55000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000306662347
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
2433000.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
502682.61000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
2352.55000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
2433000.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
502682.61000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
2352.55000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
383569
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-7534.12000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00098209641
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
520064.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
99413.54000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-7534.12000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
520064.00000000
|
| Description of currency sold.
|
Brazil Real
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
99413.54000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-7534.12000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
380738
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-3738.00000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00048726014
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
168784.66000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
4710510.00000000
|
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-3738.00000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
168784.66000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
4710510.00000000
|
| Description of currency purchased.
|
Taiwan New Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-3738.00000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
380447
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
85703.11000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.011171671960
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
1385865.19000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
21706844.00000000
|
| Description of currency purchased.
|
South Africa Rand
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
85703.11000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1385865.19000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
21706844.00000000
|
| Description of currency purchased.
|
South Africa Rand
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
85703.11000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
382838
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-1075.77000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00014023002
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
46200749.00000000
|
| Description of currency sold.
|
Chile Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
56911.21000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1075.77000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
46200749.00000000
|
| Description of currency sold.
|
Chile Peso
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
56911.21000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-1075.77000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
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 |
372907
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
22265.56000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.002902386300
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
1823343.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2045052.02000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
22265.56000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
1823343.00000000
|
| Description of currency sold.
|
Euro Member Countries
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
2045052.02000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
22265.56000000
|
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.
|
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
|
6927875.04000000
|
| 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.
|
-374085.26999999
|
| Exchange rate.
|
4.20174999
|
| Percentage value compared to net assets of the Fund.
|
-0.04876320032
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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 (-1.35% to 0.70%). PLN Currency. Maturity 50-60 Months 04/17/26 to 02/25/27
|
| 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.
|
6927875.00000000
|
| ISO Currency Code.
|
USD
|
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-360812.26000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
393050
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
114.56000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.000014933259
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
598500.00000000
|
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
21084.78000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
114.56000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
598500.00000000
|
| Description of currency sold.
|
Taiwan New Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
21084.78000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
114.56000000
|
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 |
369844
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-201084.73000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.02621203174
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
13080500.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
10260130.05000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-201084.73000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
13080500.00000000
|
| Description of currency sold.
|
Canada Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
10260130.05000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-201084.73000000
|
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 |
405041
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
20608.53000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.002686387188
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
12655500.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1457415.98000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
20608.53000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
12655500.00000000
|
| Description of currency sold.
|
Norway Krone
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
1457415.98000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
20608.53000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
372300
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-8212.12000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00107047586
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
4301460.00000000
|
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
450131.90000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8212.12000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
4301460.00000000
|
| Description of currency sold.
|
Sweden Krona
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
450131.90000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-8212.12000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
United States of America
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
254900HROIFWPRGM1V77
|
| c. Title of the issue or description of the investment.
|
U.S. Treasury Bills
|
| d. CUSIP (if any).
|
912796P37
|
At least one of the following other identifiers:
| Identifier.
|
ISIN |
| ISIN |
US912796P377
|
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
AQR13905622
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
|
36476000.00000000
|
| Units
|
Principal amount
|
| Description of other units.
|
|
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
|
36473093.23000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
4.754383276743
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
|
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
|
2022-04-28
|
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
|
|
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
|
|
| e. Maturity date.
|
|
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
|
N/A
|
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
N/A
|
| c. Title of the issue or description of the investment.
|
Forward Foreign Currency Contract
|
| d. CUSIP (if any).
|
N/A
|
At least one of the following other identifiers:
| Identifier.
|
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
381364
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-54916.14000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.00715849286
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
16597941.00000000
|
| Description of currency sold.
|
Israel Shekel
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5158072.60000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-54916.14000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
16597941.00000000
|
| Description of currency sold.
|
Israel Shekel
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
5158072.60000000
|
| Description of currency purchased.
|
United States Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-54916.14000000
|
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 |
381774
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
-102421.82000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-0.01335100878
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
8305118.73000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
6246000.00000000
|
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-102421.82000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
8305118.73000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
6246000.00000000
|
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
-102421.82000000
|
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, 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 |
402663
|
| Description of other unique identifier.
|
Inhouse Asset ID
|
Item C.2. Amount of each investment.
Balance. Indicate 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.
|
73755.87000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
0.009614311368
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
5140249.83000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
6959000.00000000
|
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
73755.87000000
|
| i. Amount and description of currency sold. |
| Amount of currency sold.
|
5140249.83000000
|
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
|
6959000.00000000
|
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
|
2022-06-15
|
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
|
73755.87000000
|
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.
|
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
|
854602353.34000051
|
| 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.
|
-7924068.15000000
|
| Exchange rate.
|
|
| Percentage value compared to net assets of the Fund.
|
-1.03292739276
|
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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 (-2.27% to 0.02%). USD Currency. Maturity 35-61 Months 01/13/25 to 04/01/27
|
For all other indices or custom baskets provide:
| i. Name.
|
Martin Marietta Materials, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
573284106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2618791.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-78041.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Harley-Davidson, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
412822108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
967939.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7861.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
388570.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4277.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Syneos Health, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87166B102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2645122.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
92146.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hawaiian Electric Industries, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
419870100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
949901.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19532.37000000
|
| 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. |
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).
|
1927832.29000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-66395.59000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
04621X108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1047340.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
75225.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Altria Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
02209S103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1552922.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
37151.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Rocket Cos., Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
77311W101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3079750.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
192304.91000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NIKE, Inc., Class B
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
654106103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1187088.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-67135.42000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Essent Group Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
BMG3198U1027
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1043931.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3344.60000000
|
| 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. |
29364G103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
310671.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23336.97000000
|
| 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. |
775711104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2505338.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-166546.07000000
|
| 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).
|
4103055.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
15218.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
816851109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1206092.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-62881.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Mettler-Toledo International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
592688105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
870602.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13501.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
AMC Entertainment Holdings, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00165C104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2218708.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-804101.85000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Texas Capital Bancshares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
88224Q107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1302255.13000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
78028.97000000
|
| 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).
|
2210909.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
54501.03000000
|
| 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).
|
4188925.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1447.32000000
|
| 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).
|
378060.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27302.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
731068102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1902184.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-133109.57000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BZ12WP82
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
145660.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12156.96000000
|
| 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. |
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).
|
292150.83000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-397.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
88160R101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4441867.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-901192.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CNO Financial Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
12621E103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1326934.83000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
89907.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Colgate-Palmolive Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
194162103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
197158.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
754.00000000
|
| 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).
|
4290591.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-502653.36000000
|
| 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).
|
687795.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
42584.92000000
|
| 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).
|
174653.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13626.47000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
AptarGroup, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
038336103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3181077.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-114518.79000000
|
| 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).
|
1029991.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-62739.93000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
LendingTree, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
52603B107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
107463.66000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14879.86000000
|
| 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).
|
1563961.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
109354.50000000
|
| 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. |
45688C107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
62532.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
741.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
45778Q107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1973654.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
251570.47000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Assured Guaranty Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
BMG0585R1060
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
451094.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40106.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Louisiana-Pacific Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
546347105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1396209.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-47424.36000000
|
| 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. |
171779309
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
597751.17000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7650.23000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Ally Financial, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
02005N100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2043560.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27730.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Jack in the Box, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
466367109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
288730.31000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
34990.12000000
|
| 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. |
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).
|
98325.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
0.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
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).
|
93267.53000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5551.17000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
163092109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1806453.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-266885.12000000
|
| 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).
|
1448478.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-132786.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Philip Morris International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
718172109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
682661.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1893.30000000
|
| 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).
|
3394753.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-175929.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Newell Brands, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
651229106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2768612.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
149612.38000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
924732.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-87758.88000000
|
| 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).
|
527646.50000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-28363.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bank of New York Mellon Corp. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
064058100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1118957.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-57492.30000000
|
| 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. |
615369105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1265962.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-52903.20000000
|
| 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).
|
1918778.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-48506.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
MGIC Investment Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
552848103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
127044.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4875.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
91912E105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2042318.33000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
127419.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Itau Unibanco Holding SA
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
465562106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
495348.21000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-65930.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hain Celestial Group, Inc. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
405217100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
924431.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19145.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Domino's Pizza, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
25754A201
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
515681.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7462.85000000
|
| 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. |
62944T105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
799641.33000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
62008.16000000
|
| 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).
|
1352786.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-137892.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
219350105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1737316.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-33889.68000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Leggett & Platt, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
524660107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1950783.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
120723.85000000
|
| 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).
|
637487.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12790.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74164M108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2726685.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-172186.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
928881101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2021831.09000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
158465.69000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Charles Schwab Corp. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
808513105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1661834.41000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-96978.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Stericycle, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
858912108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1892746.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-71636.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
United Bankshares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
909907107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
372099.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2560.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Paramount Global, Class B
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92556H206
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1320589.87000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-142152.89000000
|
| 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).
|
368661.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12021.81000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Fulton Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
360271100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
93155.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3194.85000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cracker Barrel Old Country Store, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
22410J106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3624351.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
90525.77000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
W R Berkley Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
084423102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1169120.63000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-96010.11000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
2143965.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-49627.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Walt Disney Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
254687106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
337687.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8641.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
294429105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
477993.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-24292.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Silgan Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
827048109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1659934.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
138238.10000000
|
| 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).
|
1208971.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-39731.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Horizon Therapeutics plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BQPVQZ61
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
480914.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18695.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
89055F103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2869771.19000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
540997.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
American Airlines Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
02376R102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4329465.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-937062.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sotera Health Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
83601L102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
167648.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12098.29000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Motorola Solutions, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
620076307
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
934892.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79130.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Kroger Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
501044101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1975880.17000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
69915.23000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Old Dominion Freight Line, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
679580100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
124250.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5364.42000000
|
| 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).
|
3242486.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
172050.32000000
|
| 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. |
31428X106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
778395.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31438.21000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Brown-Forman Corp., Class B
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
115637209
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2892382.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-119976.46000000
|
| 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).
|
2716103.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-84133.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hormel Foods Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
440452100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2034747.66000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-64350.77000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Kinsale Capital Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
49714P108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1979441.62000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-142455.21000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Brighthouse Financial, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
10922N103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3436888.14000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
326657.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
896532.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-87661.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lumentum Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
55024U109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2025590.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
61088.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
749607107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2166577.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-120833.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
MGM Resorts International
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
552953101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
613078.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
21328.93000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Atmos Energy Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
049560105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3653287.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-223495.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lucid Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
549498103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
667080.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
39933.95000000
|
| 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).
|
3877763.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-227010.00000000
|
| 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. |
235825205
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
358691.55000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
17761.05000000
|
| 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).
|
1013441.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
13857.86000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Commerce Bancshares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
200525103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1141717.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9090.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Mondelez International, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
609207105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
775646.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-18408.95000000
|
| 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).
|
1361455.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-101873.50000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Waste Connections, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
94106B101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1789696.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-96979.27000000
|
| 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. |
521865204
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
56750.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
533.32000000
|
| 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).
|
286209.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-5157.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hanover Insurance Group, Inc. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
410867105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
211869.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13674.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Jazz Pharmaceuticals plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00B4Q5ZN47
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
476972.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2064.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Churchill Downs, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
171484108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
51231.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1871.10000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
918204108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1681805.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-99677.86000000
|
| 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).
|
1097656.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-81593.82000000
|
| 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. |
713448108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2470863.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
147324.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
05368V106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
296928.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7794.36000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Minerals Technologies, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
603158106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
724673.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
2848.30000000
|
| 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).
|
631133.91000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-19902.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Progressive Corp. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
743315103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1373921.47000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-119204.17000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Las Vegas Sands Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
517834107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2535801.06000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6523.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
YETI Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
98585X104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
187497.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1594.26000000
|
| 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).
|
523738.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
40984.37000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Concentrix Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
20602D101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
146905.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25436.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Agilent Technologies, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00846U101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1882923.57000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13232.97000000
|
| 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).
|
1680213.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
153912.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
New Jersey Resources Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
646025106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1822705.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-73528.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Wendy's Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
95058W100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
889389.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
24289.20000000
|
| 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. |
59156R108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
307545.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
25555.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
International Paper Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
460146103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4541898.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
391695.68000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
457187102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1232823.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9336.36000000
|
| 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. |
902104108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
91772.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1153.73000000
|
| 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. |
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).
|
2131159.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-69270.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bio-Rad Laboratories, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
090572207
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4629187.37000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
73642.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NorthWestern Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
668074305
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
848190.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6730.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
30034W106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
306436.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
15879.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
4798329.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
463202.58000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cullen/Frost Bankers, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
229899109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
906170.27000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1571.28000000
|
| 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).
|
1506796.06000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-154662.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PROG Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74319R101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
761052.81000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
36047.59000000
|
| 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).
|
908282.99000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-10610.53000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
235851102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1101160.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
107026.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Flowers Foods, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
343498101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
410794.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
5752.08000000
|
| 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).
|
190500.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-85.14000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
MDU Resources Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
552690109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2560665.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
70142.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Hayward Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
421298100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
193556.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8652.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
00130H105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
287712.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3543.97000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
LyondellBasell Industries NV, Class A
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
NL0009434992
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1939699.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
83949.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lincoln National Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
534187109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2463026.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
116443.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
63938C108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1526852.16000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
32257.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
053807103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2046141.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
38311.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Evercore, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
29977A105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1565938.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-27289.98000000
|
| 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).
|
3159467.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-341694.52000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Kimberly-Clark Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
494368103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1089227.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3537.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bank of Hawaii Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
062540109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
691836.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-16982.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Post Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
737446104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
720373.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7397.92000000
|
| 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).
|
320973.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-10703.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Wells Fargo & Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
949746101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
563783.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12908.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Expedia Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
30212P303
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1420759.87000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
146889.86000000
|
| 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).
|
3504602.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
231045.12000000
|
| 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).
|
754977.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-56725.21000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sealed Air Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
81211K100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3079356.48000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-117269.40000000
|
| 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).
|
1984822.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-29633.12000000
|
| 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).
|
2015321.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
89925.82000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
General Motors Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
37045V100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
836614.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-18018.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Element Solutions, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
28618M106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1048725.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12929.49000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
424422.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-26961.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Reinsurance Group of America, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
759351604
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
552225.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
41823.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Dolby Laboratories, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
25659T107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
168173.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
14641.50000000
|
| 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. |
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).
|
4269580.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-212898.40000000
|
| 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).
|
1011770.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-70066.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
American International Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
026874784
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1159738.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
82957.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
1610831.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
174871.34000000
|
| 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. |
89400J107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
185701.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
970.02000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Lululemon Athletica, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
550021109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1325784.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-215658.30000000
|
| 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. |
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).
|
1871846.39000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-164606.39000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Washington Federal, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
938824109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2694226.62000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
102116.97000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Yum! Brands, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
988498101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
494151.57000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10464.19000000
|
| 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).
|
320992.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
12678.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
ManpowerGroup, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
56418H100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3922287.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
145331.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
09247X101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1022459.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-94890.96000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
United States Steel Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
912909108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1443064.38000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
256570.27000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Estee Lauder Cos., Inc. (The), Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
518439104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1143199.36000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-24201.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Planet Fitness, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
72703H101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1849267.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-88435.60000000
|
| 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).
|
4144851.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
64016.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
726756.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10656.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Northern Trust Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
665859104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
187950.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-13589.88000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
International Flavors & Fragrances, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
459506101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2299062.98000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-183988.06000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Williams-Sonoma, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
969904101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1704040.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-14102.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Arthur J Gallagher & Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
363576109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1531242.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-163648.20000000
|
| 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).
|
2508215.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-124873.38000000
|
| 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).
|
219686.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4467.72000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Bright Horizons Family Solutions, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
109194100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3126309.09000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-42645.41000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
963320106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1458781.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-199423.66000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
471972.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
523.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
CoStar Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
22160N109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1678039.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-241591.28000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
SEI Investments Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
784117103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
555557.67000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
28419.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Booz Allen Hamilton Holding Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
099502106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
61575.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
3042.34000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Pure Storage, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74624M102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2679887.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-287645.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
FTI Consulting, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
302941109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
695541.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
48729.77000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
SoFi Technologies, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
83406F102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
223709.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9942.66000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
631103108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2112204.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-112959.09000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Maravai LifeSciences Holdings, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
56600D107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
717497.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-33805.95000000
|
| 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. |
143658300
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2011303.62000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-293439.45000000
|
| 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).
|
2960104.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-226059.84000000
|
| 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).
|
157443.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2648.30000000
|
| 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. |
855244109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
961552.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
35620.90000000
|
| 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. |
98978V103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
497123.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9413.65000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
First Hawaiian, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
32051X108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
632740.43000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1361.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Live Nation Entertainment, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
538034109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
710780.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-46765.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Citizens Financial Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
174610105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
139979.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-7781.76000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Choice Hotels International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
169905106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
282527.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
10720.83000000
|
| 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).
|
486703.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25945.07000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
QuantumScape Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74767V109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
4003057.47000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-797006.94000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Coca-Cola Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
191216100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
642878.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9592.21000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
United Parcel Service, Inc., Class B
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
911312106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
657748.82000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-23554.56000000
|
| 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).
|
2095915.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
153359.64000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sprouts Farmers Market, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
85208M102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1214696.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
41401.47000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Exact Sciences Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
30063P105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1497826.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
50127.48000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Casey's General Stores, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
147528103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
605013.01000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
35408.05000000
|
| 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. |
693656100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2055063.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
33531.25000000
|
| 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).
|
1483462.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-64818.39000000
|
| 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).
|
306352.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25642.40000000
|
| 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. |
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).
|
320161.66000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3233.13000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92840M102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1443429.75000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-53771.82000000
|
| 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. |
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).
|
663692.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9751.75000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BD845X29
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
702589.41000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-70518.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
American Electric Power Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
025537101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
390499.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
7042.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Voya Financial, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
929089100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
545065.25000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
27355.95000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
United Therapeutics Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
91307C102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3172507.03000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
167811.67000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Toll Brothers, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
889478103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2446920.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-238343.20000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
BellRing Brands, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
07831C103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
110045.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3040.03000000
|
| 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).
|
210550.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-402.18000000
|
| 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).
|
501806.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-1910.43000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Coca-Cola Femsa SAB de CV
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
191241108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
94678.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3842.29000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Aon plc, Class A
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BLP1HW54
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2568569.44000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-273161.44000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Eversource Energy
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
30040W108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1296833.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58820.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Willis Towers Watson plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
IE00BDB6Q211
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1160548.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-54829.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
902973304
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
707213.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
18096.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
84857L101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2204969.52000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-97097.32000000
|
| 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).
|
1910826.18000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
33866.04000000
|
| 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. |
315616102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
134981.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6040.10000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
974155103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1410664.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
196783.77000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
78709Y105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
140927.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-11089.42000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Principal Financial Group, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
74251V102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1412041.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-139261.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Helen of Troy Ltd.
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
BMG4388N1065
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2704550.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
132306.41000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
2895001.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
500314.62000000
|
| 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).
|
2746478.96000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-275092.79000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
First Financial Bankshares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
32020R109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1187798.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
50882.58000000
|
| 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).
|
417730.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-9701.09000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Webster Financial Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
947890109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1663060.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-43561.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
497266106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1531655.23000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-6350.87000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
1169726.85000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
146678.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
896239100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
227529.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
13972.22000000
|
| 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).
|
1304247.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
249000.31000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
440929.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
45642.45000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Sociedad Quimica y Minera de Chile SA
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
833635105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
716129.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-88428.62000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Southwest Airlines Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
844741108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
171383.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19233.88000000
|
| 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).
|
1567706.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
146392.36000000
|
| 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. |
81181C104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2354929.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58689.32000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Upstart Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
91680M107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1539805.35000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
120514.66000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Airbnb, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
009066101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2350363.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-320889.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Tempur Sealy International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
88023U101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
984263.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
130655.33000000
|
| 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).
|
2566880.58000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
45186.81000000
|
| 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).
|
411085.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
33470.89000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
013872106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2032697.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-237294.78000000
|
| 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).
|
2381793.97000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
105764.93000000
|
| 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).
|
3686260.76000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
395797.22000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
FirstCash Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
33768G107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
160937.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-12561.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
GoHealth, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
38046W105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
266059.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-2254.74000000
|
| 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).
|
805370.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
905.99000000
|
| 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).
|
2257171.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
150192.00000000
|
| 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. |
00287Y109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2766569.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
226465.82000000
|
| 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).
|
1442432.88000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
34377.84000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
148806102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
786391.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-86581.11000000
|
| 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).
|
1823420.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
130438.75000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Royal Gold, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
780287108
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1970714.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-138234.59000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
876030107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2037417.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
69650.61000000
|
| 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. |
023608102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
722702.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-54110.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
JPMorgan Chase & Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
46625H100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
950832.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-20088.00000000
|
| 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).
|
94873.78000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1582.15000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Cleveland-Cliffs, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
185899101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
358948.24000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
83580.00000000
|
| 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).
|
4069083.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-300134.78000000
|
| 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. |
65473P105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1977864.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-133723.55000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
JE00BJJN4441
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1410454.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-317268.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
NRG Energy, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
629377508
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2830776.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
33945.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Marriott International, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
571903202
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1101601.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-102043.04000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Conagra Brands, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
205887102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
207966.15000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
14806.05000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
RPM International, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
749685103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
839646.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-21547.90000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Grand Canyon Education, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
38526M106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1585029.42000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
71816.80000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Synchrony Financial
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
87165B103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2116622.05000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-84518.95000000
|
| 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. |
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).
|
1254376.26000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
55562.00000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
S&P Global, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
78409V104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1287144.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-58586.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
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).
|
1572770.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
66492.78000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
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).
|
2214448.70000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-138286.03000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Huntington Bancshares, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
446150104
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
792140.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
4876.38000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Goodyear Tire & Rubber Co. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
382550101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1843067.04000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
145121.67000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
001055102
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1474788.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-91616.00000000
|
| 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. |
278865100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1216145.28000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79487.52000000
|
| 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).
|
614459.32000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
30014.49000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Gilead Sciences, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
375558103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2738029.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
20725.20000000
|
| 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. |
680665205
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2733616.64000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
265100.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Arrowhead Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
04280A100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
822669.12000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-25222.08000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
National Fuel Gas Co.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
636180101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
3664389.30000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
138681.40000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
State Street Corp.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
857477103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
784602.72000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
31881.24000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PNC Financial Services Group, Inc. (The)
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
693475105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
765651.95000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
9547.30000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
American Water Works Co., Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
030420103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1549691.86000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-109909.88000000
|
| 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. |
64110L106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1892428.68000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-79821.60000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Nielsen Holdings plc
|
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
GB00BWFY5505
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1929545.40000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
644598.50000000
|
| 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. |
651639106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2323435.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-101769.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Fox Corp., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
35137L105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
419116.80000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-15086.08000000
|
| 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).
|
549936.92000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-8146.66000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). |
JE00BJ1F3079
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1040241.29000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-22035.12000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Strategic Education, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
86272C103
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
31397.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-4379.98000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
40434L105
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2863089.90000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19718.25000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Iovance Biotherapeutics, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
462260100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1708423.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-300641.44000000
|
| 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).
|
538811.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-22019.16000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Freeport-McMoRan, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
35671D857
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1091842.74000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-60365.25000000
|
| 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).
|
1397187.54000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-48166.30000000
|
| 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).
|
4390988.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-322671.57000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Packaging Corp. of America
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
695156109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1303674.61000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
70649.46000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Alnylam Pharmaceuticals, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
02043Q107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
514526.79000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-3340.06000000
|
| 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).
|
4295063.56000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-200675.56000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
92047W101
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
215965.08000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-10401.36000000
|
| 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).
|
3171210.00000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-189366.54000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Old National Bancorp/IN
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
680033107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
76445.46000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
1954.47000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
Tradeweb Markets, Inc., Class A
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
892672106
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1356273.45000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-52324.65000000
|
| 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).
|
618177.84000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
59535.84000000
|
| 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).
|
1055362.60000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-31953.40000000
|
| 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. |
233331107
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
191836.71000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
8876.09000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
LPL Financial Holdings, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
50212V100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
7307.20000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
-138.07000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
First Republic Bank
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
33616C100
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
1154314.10000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
19226.70000000
|
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
|
PerkinElmer, Inc.
|
At least one of the following other identifiers:
| Identifier.
|
CUSIP |
| CUSIP. |
714046109
|
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
|
2892372.34000000
|
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
|
29213.94000000
|
| 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:
